+1,485.0%
CAT vs AWK
+969.7%
+515.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +1.7% | +1.7% | 0.0% | +1.1% |
| 30D | -6.6% | +5.6% | -12.1% | -8.3% |
| 3M | -13.3% | +15.9% | -29.2% | -18.0% |
| 6M | +11.6% | +4.6% | +7.0% | +8.9% |
| YTD | +42.9% | +10.1% | +32.9% | +36.7% |
| 1Y | +95.4% | +2.1% | +93.3% | +90.9% |
| 3Y | +196.6% | +9.8% | +186.7% | +173.9% |
| 5Y | +321.7% | -15.4% | +337.0% | +325.7% |
| 10Y | +1,140.8% | +129.4% | +1,011.4% | +643.7% |
| All | +1,485.0% | +969.7% | +515.4% | +272.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling