+124.5%
COST vs AWK
-2.4%
+126.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +5.0% | +0.1% | +4.9% | +4.9% |
| 30D | +12.8% | +14.3% | -1.5% | +8.2% |
| 3M | +15.2% | +10.3% | +4.9% | +11.6% |
| 6M | +7.4% | +18.9% | -11.5% | +1.6% |
| YTD | +29.0% | +17.7% | +11.3% | +22.2% |
| 1Y | +20.3% | +16.9% | +3.4% | +14.1% |
| 3Y | +99.0% | +32.2% | +66.8% | +74.2% |
| All | +124.5% | -2.4% | +126.9% | +133.1% |
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