+16.5%
CME vs AWK
+19.4%
-3.0%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | +3.9% | +0.1% | +3.8% | +3.9% |
| 30D | +11.3% | +14.3% | -2.9% | +8.2% |
| 3M | +19.6% | +10.3% | +9.3% | +16.8% |
| 6M | +8.1% | +18.9% | -10.9% | +4.0% |
| YTD | +20.4% | +17.7% | +2.7% | +16.5% |
| 1Y | +16.5% | +16.9% | -0.4% | +12.7% |
| All | +16.5% | +19.4% | -3.0% | +12.7% |
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