+407.4%
COR vs AWK
+128.1%
+279.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.9% | +0.6% | -4.5% | -4.1% |
| 30D | -0.3% | +4.3% | -4.6% | -1.8% |
| 3M | +15.9% | +12.5% | +3.3% | +11.2% |
| 6M | -10.3% | +3.3% | -13.6% | -11.5% |
| YTD | -3.7% | +9.8% | -13.5% | -7.0% |
| 1Y | +9.1% | +2.9% | +6.2% | +7.4% |
| 3Y | +86.6% | +9.6% | +77.0% | +77.0% |
| 5Y | +180.9% | -16.7% | +197.6% | +192.6% |
| 10Y | +407.4% | +136.1% | +271.3% | +285.0% |
| All | +407.4% | +128.1% | +279.4% | +285.0% |
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