+1,791.9%
COST vs AWK
+967.2%
+824.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.2% | +2.2% | -5.3% | -3.9% |
| 30D | -4.0% | +4.4% | -8.4% | -5.5% |
| 3M | -6.5% | +15.4% | -21.8% | -11.2% |
| 6M | -8.5% | +3.5% | -12.0% | -9.9% |
| YTD | +6.0% | +9.8% | -3.8% | +2.1% |
| 1Y | -5.8% | +3.0% | -8.8% | -7.4% |
| 3Y | +71.8% | +9.7% | +62.2% | +61.5% |
| 5Y | +106.2% | -17.2% | +123.4% | +113.7% |
| 10Y | +602.0% | +126.1% | +476.0% | +385.9% |
| All | +1,791.9% | +967.2% | +824.7% | +582.5% |
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 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