+340.2%
COP vs AWK
+128.1%
+212.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +11.7% | +4.3% | +7.4% | +10.8% |
| 3M | +17.7% | +12.5% | +5.1% | +15.0% |
| 6M | +18.3% | +3.3% | +15.0% | +17.4% |
| YTD | +49.1% | +9.8% | +39.3% | +46.0% |
| 1Y | +53.3% | +2.9% | +50.4% | +51.8% |
| 3Y | +22.2% | +9.6% | +12.5% | +17.7% |
| 5Y | +193.3% | -16.7% | +210.0% | +199.3% |
| 10Y | +340.2% | +136.1% | +204.1% | +263.9% |
| All | +340.2% | +128.1% | +212.2% | +263.9% |
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