-66.6%
CHTR vs AWK
+7.8%
-74.3%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +4.2% |
| 7D | -4.1% | -2.1% | -2.0% | -3.4% |
| 30D | -3.0% | +2.1% | -5.0% | -3.6% |
| 3M | +4.8% | +11.4% | -6.6% | +1.3% |
| 6M | -35.0% | +3.9% | -38.9% | -35.8% |
| YTD | -30.2% | +7.7% | -37.9% | -31.8% |
| 1Y | -44.8% | +1.3% | -46.1% | -45.3% |
| 3Y | -66.6% | +7.2% | -73.7% | -68.9% |
| All | -66.6% | +7.8% | -74.3% | -68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling