+77.2%
CME vs AWK
-15.0%
+92.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.9% | +2.2% | -5.0% | -3.4% |
| 30D | +5.5% | +4.4% | +1.1% | +4.3% |
| 3M | +11.0% | +15.4% | -4.4% | +6.9% |
| 6M | -9.7% | +3.5% | -13.2% | -10.7% |
| YTD | +4.9% | +9.8% | -4.9% | +2.0% |
| 1Y | +10.1% | +3.0% | +7.1% | +8.7% |
| 3Y | +53.5% | +9.7% | +43.9% | +49.0% |
| 5Y | +77.2% | -17.2% | +94.3% | +80.3% |
| All | +77.2% | -15.0% | +92.2% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling