+8.9%
CAT vs AWK
+20.7%
-11.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.2% | -7.4% | -4.2% |
| 7D | -17.1% | +7.0% | -24.2% | -14.3% |
| 30D | -30.1% | +17.0% | -47.2% | -25.0% |
| 3M | -32.4% | +12.4% | -44.8% | -28.5% |
| 6M | -32.1% | +19.6% | -51.7% | -26.6% |
| YTD | +4.1% | +17.0% | -12.9% | +12.4% |
| 1Y | +8.9% | +20.0% | -11.1% | +17.8% |
| All | +8.9% | +20.7% | -11.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded AWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling