+11.7%
CMI vs AWK
+20.7%
-9.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.2% | -8.0% | -4.7% |
| 7D | -11.2% | +7.0% | -18.2% | -8.3% |
| 30D | -9.8% | +17.0% | -26.9% | -3.0% |
| 3M | -25.5% | +12.4% | -37.9% | -21.3% |
| 6M | -27.7% | +19.6% | -47.3% | -21.2% |
| YTD | -6.6% | +17.0% | -23.7% | +2.7% |
| 1Y | +11.7% | +20.0% | -8.4% | +24.6% |
| All | +11.7% | +20.7% | -9.0% | +24.6% |
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