+2,406.8%
COR vs AWK
+969.7%
+1,437.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +2.8% | +1.7% | +1.0% | +2.2% |
| 30D | +4.5% | +5.6% | -1.0% | +2.6% |
| 3M | +22.7% | +15.9% | +6.8% | +16.6% |
| 6M | -9.7% | +4.6% | -14.3% | -11.3% |
| YTD | -1.4% | +10.1% | -11.5% | -4.9% |
| 1Y | +13.9% | +2.1% | +11.8% | +12.5% |
| 3Y | +94.0% | +9.8% | +84.1% | +83.6% |
| 5Y | +184.0% | -15.4% | +199.4% | +191.3% |
| 10Y | +406.8% | +129.4% | +277.4% | +255.8% |
| All | +2,406.8% | +969.7% | +1,437.1% | +819.8% |
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