+140.4%
CI vs AWK
+126.2%
+14.2%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.0% | +2.2% | -4.2% | -2.8% |
| 30D | -1.8% | +4.4% | -6.3% | -3.5% |
| 3M | -4.2% | +15.4% | -19.6% | -9.5% |
| 6M | +2.7% | +3.5% | -0.8% | +1.0% |
| YTD | +1.9% | +9.8% | -7.9% | -2.3% |
| 1Y | -6.3% | +3.0% | -9.2% | -7.9% |
| 3Y | +3.9% | +9.7% | -5.8% | -1.7% |
| 5Y | +41.9% | -17.2% | +59.0% | +48.7% |
| 10Y | +140.4% | +126.1% | +14.3% | +84.3% |
| All | +140.4% | +126.2% | +14.2% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling