+634.7%
CI vs AWK
+969.7%
-334.9%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.2% |
| 7D | +1.3% | +1.7% | -0.4% | +0.6% |
| 30D | +4.4% | +5.6% | -1.1% | +2.0% |
| 3M | +0.7% | +15.9% | -15.2% | -5.7% |
| 6M | +0.3% | +4.6% | -4.2% | -2.0% |
| YTD | +3.8% | +10.1% | -6.2% | -1.1% |
| 1Y | -5.5% | +2.1% | -7.6% | -7.0% |
| 3Y | +8.1% | +9.8% | -1.7% | +1.2% |
| 5Y | +42.8% | -15.4% | +58.2% | +47.6% |
| 10Y | +143.9% | +129.4% | +14.5% | +53.6% |
| All | +634.7% | +969.7% | -334.9% | +85.2% |
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