+280.6%
CME vs AWK
+128.1%
+152.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.6% | +0.6% | -1.2% | -0.9% |
| 30D | +4.7% | +4.3% | +0.4% | +3.0% |
| 3M | +7.8% | +12.5% | -4.7% | +3.0% |
| 6M | -11.0% | +3.3% | -14.3% | -12.4% |
| YTD | +4.0% | +9.8% | -5.7% | -0.1% |
| 1Y | +9.1% | +2.9% | +6.2% | +7.1% |
| 3Y | +52.3% | +9.6% | +42.7% | +43.5% |
| 5Y | +76.1% | -16.7% | +92.7% | +84.2% |
| 10Y | +280.6% | +136.1% | +144.5% | +196.1% |
| All | +280.6% | +128.1% | +152.5% | +196.1% |
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