-7.3%
CMG vs AWK
+9.5%
-16.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -3.8% | -0.7% | -3.1% | -3.8% |
| 30D | +12.9% | +2.8% | +10.1% | +12.7% |
| 3M | +18.8% | +11.3% | +7.5% | +18.2% |
| 6M | +4.1% | +6.7% | -2.7% | +3.6% |
| YTD | -2.4% | +9.4% | -11.7% | -2.8% |
| 1Y | -6.7% | +3.7% | -10.4% | -7.1% |
| All | -7.3% | +9.5% | -16.8% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling