+2,519.0%
COR vs AWK
+1,034.4%
+1,484.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.9% |
| 7D | +2.3% | +1.2% | +1.1% | +1.9% |
| 30D | +6.8% | +15.8% | -9.0% | +1.4% |
| 3M | +8.1% | +11.0% | -2.9% | +4.1% |
| 6M | +33.0% | +21.0% | +12.0% | +24.3% |
| YTD | +3.0% | +16.7% | -13.7% | -2.8% |
| 1Y | -3.4% | +17.2% | -20.6% | -9.0% |
| 3Y | +80.1% | +29.2% | +51.0% | +61.1% |
| 5Y | +194.7% | -2.3% | +197.0% | +187.1% |
| 10Y | +512.3% | +150.5% | +361.7% | +316.8% |
| All | +2,519.0% | +1,034.4% | +1,484.5% | +840.3% |
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