+712.5%
CAT vs AWK
+146.2%
+566.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.3% |
| 7D | -2.4% | +1.2% | -3.6% | -2.7% |
| 30D | -25.0% | +15.8% | -40.8% | -27.1% |
| 3M | -28.7% | +11.0% | -39.7% | -30.3% |
| 6M | -33.0% | +21.0% | -54.0% | -35.8% |
| YTD | +5.4% | +16.7% | -11.3% | +1.4% |
| 1Y | +7.3% | +17.2% | -9.9% | +3.0% |
| 3Y | +166.0% | +29.2% | +136.9% | +142.1% |
| 5Y | +210.1% | -2.3% | +212.4% | +202.9% |
| 10Y | +712.5% | +150.5% | +562.0% | +551.9% |
| All | +712.5% | +146.2% | +566.3% | +551.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling