+2,541.3%
COR vs AWK
+1,043.1%
+1,498.2%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +2.4% | +2.7% | -0.3% | +1.5% |
| 30D | +7.7% | +16.7% | -9.0% | +2.0% |
| 3M | +7.5% | +11.7% | -4.2% | +3.3% |
| 6M | +34.1% | +21.9% | +12.2% | +25.0% |
| YTD | +3.9% | +17.6% | -13.7% | -2.2% |
| 1Y | -3.6% | +19.8% | -23.4% | -9.9% |
| 3Y | +80.5% | +31.0% | +49.5% | +60.7% |
| 5Y | +194.9% | -3.0% | +197.8% | +188.1% |
| 10Y | +486.6% | +156.8% | +329.8% | +296.1% |
| All | +2,541.3% | +1,043.1% | +1,498.2% | +845.9% |
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 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