+296.2%
COP vs AWK
+1,034.4%
-738.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -8.4% | +1.2% | -9.6% | -8.8% |
| 30D | +0.3% | +15.8% | -15.5% | -4.4% |
| 3M | +15.1% | +11.0% | +4.1% | +11.0% |
| 6M | +19.8% | +21.0% | -1.2% | +12.1% |
| YTD | +46.8% | +16.7% | +30.1% | +38.5% |
| 1Y | +59.7% | +17.2% | +42.6% | +50.4% |
| 3Y | +28.7% | +29.2% | -0.5% | +13.8% |
| 5Y | +110.7% | -2.3% | +113.0% | +102.6% |
| 10Y | +298.3% | +150.5% | +147.8% | +136.7% |
| All | +296.2% | +1,034.4% | -738.2% | -7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling