+282.5%
CHTR vs AWK
+811.8%
-529.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | 0.0% | -8.1% | -8.1% |
| 7D | -15.8% | +0.6% | -16.4% | -16.0% |
| 30D | -12.7% | +4.3% | -16.9% | -14.0% |
| 3M | -1.1% | +12.5% | -13.6% | -5.4% |
| 6M | -39.9% | +3.3% | -43.2% | -40.6% |
| YTD | -35.9% | +9.8% | -45.6% | -38.2% |
| 1Y | -49.2% | +2.9% | -52.1% | -49.9% |
| 3Y | -68.3% | +9.6% | -77.9% | -70.1% |
| 5Y | -83.0% | -16.7% | -66.3% | -82.3% |
| 10Y | -49.3% | +136.1% | -185.4% | -66.1% |
| All | +282.5% | +811.8% | -529.2% | +45.2% |
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 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