+104.7%
COST vs AWK
-17.3%
+122.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -2.5% | -0.7% | -1.7% | -2.3% |
| 30D | -4.4% | +2.8% | -7.2% | -5.3% |
| 3M | -8.1% | +11.3% | -19.4% | -11.1% |
| 6M | -9.2% | +6.7% | -16.0% | -11.2% |
| YTD | +5.1% | +9.4% | -4.3% | +2.0% |
| 1Y | -5.1% | +3.7% | -8.8% | -6.6% |
| 3Y | +70.4% | +9.2% | +61.1% | +62.3% |
| 5Y | +104.7% | -15.7% | +120.4% | +114.5% |
| All | +104.7% | -17.3% | +122.0% | +114.5% |
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