+19.6%
CME vs AWK
+20.7%
-1.1%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +0.9% |
| 7D | +4.8% | +7.0% | -2.2% | +3.3% |
| 30D | +14.2% | +17.0% | -2.9% | +10.5% |
| 3M | +17.9% | +12.4% | +5.5% | +14.8% |
| 6M | +7.2% | +19.6% | -12.3% | +3.2% |
| YTD | +16.7% | +17.0% | -0.3% | +13.2% |
| 1Y | +19.6% | +20.0% | -0.5% | +15.7% |
| All | +19.6% | +20.7% | -1.1% | +15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling