+295.6%
COP vs AWK
+969.7%
-674.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +3.0% | +1.7% | +1.3% | +2.4% |
| 30D | +17.5% | +5.6% | +11.9% | +15.4% |
| 3M | +13.4% | +15.9% | -2.5% | +7.8% |
| 6M | +17.7% | +4.6% | +13.2% | +15.6% |
| YTD | +46.6% | +10.1% | +36.5% | +41.2% |
| 1Y | +44.6% | +2.1% | +42.5% | +42.3% |
| 3Y | +20.7% | +9.8% | +10.8% | +13.0% |
| 5Y | +185.0% | -15.4% | +200.4% | +188.7% |
| 10Y | +347.0% | +129.4% | +217.6% | +174.7% |
| All | +295.6% | +969.7% | -674.1% | -5.3% |
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