+96.3%
CAT vs AWK
+1.1%
+95.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.3% | +1.0% |
| 7D | +5.6% | +2.2% | +3.4% | +6.5% |
| 30D | -2.3% | +4.4% | -6.8% | -0.3% |
| 3M | -10.0% | +15.4% | -25.4% | -4.4% |
| 6M | +21.2% | +3.5% | +17.7% | +24.3% |
| YTD | +44.4% | +9.8% | +34.6% | +51.6% |
| 1Y | +96.3% | +3.0% | +93.3% | +101.9% |
| All | +96.3% | +1.1% | +95.2% | +101.9% |
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 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