+20.8%
COP vs AWK
+9.6%
+11.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.8% | +2.2% | -3.0% | -0.9% |
| 30D | +15.6% | +4.4% | +11.1% | +15.5% |
| 3M | +14.3% | +15.4% | -1.0% | +14.2% |
| 6M | +17.0% | +3.5% | +13.5% | +16.8% |
| YTD | +47.4% | +9.8% | +37.6% | +47.5% |
| 1Y | +52.4% | +3.0% | +49.4% | +52.2% |
| 3Y | +20.8% | +9.7% | +11.2% | +15.7% |
| All | +20.8% | +9.6% | +11.2% | +15.7% |
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 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