+5.8%
CAT vs AWK
+18.2%
-12.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +6.8% |
| 7D | -2.4% | +1.2% | -3.6% | -1.6% |
| 30D | -25.0% | +15.8% | -40.8% | -19.5% |
| 3M | -28.7% | +11.0% | -39.7% | -24.7% |
| 6M | -33.0% | +21.0% | -54.0% | -27.0% |
| YTD | +5.4% | +16.7% | -11.3% | +14.2% |
| All | +5.8% | +18.2% | -12.4% | +15.2% |
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