+191.7%
COP vs AWK
-15.0%
+206.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | +15.6% | +4.4% | +11.1% | +15.2% |
| 3M | +14.3% | +15.4% | -1.0% | +13.2% |
| 6M | +17.0% | +3.5% | +13.5% | +16.6% |
| YTD | +47.4% | +9.8% | +37.6% | +46.5% |
| 1Y | +52.4% | +3.0% | +49.4% | +51.9% |
| 3Y | +20.8% | +9.7% | +11.2% | +18.9% |
| 5Y | +191.7% | -17.2% | +208.8% | +173.1% |
| All | +191.7% | -15.0% | +206.7% | +173.1% |
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