+180.5%
COR vs AWK
-15.0%
+195.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -1.9% | +2.2% | -4.1% | -2.4% |
| 30D | +1.5% | +4.4% | -2.9% | +0.4% |
| 3M | +18.7% | +15.4% | +3.3% | +14.7% |
| 6M | -9.0% | +3.5% | -12.6% | -10.0% |
| YTD | -3.3% | +9.8% | -13.1% | -5.6% |
| 1Y | +9.8% | +3.0% | +6.8% | +8.6% |
| 3Y | +87.4% | +9.7% | +77.7% | +82.6% |
| 5Y | +180.5% | -17.2% | +197.7% | +178.9% |
| All | +180.5% | -15.0% | +195.5% | +178.9% |
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