+492.2%
COR vs AWK
+157.1%
+335.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.5% |
| 7D | +7.8% | +0.1% | +7.7% | +7.8% |
| 30D | +7.0% | +14.3% | -7.3% | +2.1% |
| 3M | +16.3% | +10.3% | +6.0% | +12.2% |
| 6M | +41.3% | +18.9% | +22.3% | +32.8% |
| YTD | +7.1% | +17.7% | -10.6% | +0.8% |
| 1Y | -0.8% | +16.9% | -17.7% | -6.5% |
| 3Y | +85.0% | +32.2% | +52.8% | +63.8% |
| 5Y | +203.9% | -2.2% | +206.0% | +197.7% |
| All | +492.2% | +157.1% | +335.1% | +335.7% |
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 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