+245.6%
CRH vs AWK
+132.0%
+113.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.4% |
| 7D | -6.1% | -2.1% | -3.9% | -5.5% |
| 30D | -9.3% | +2.1% | -11.3% | -9.8% |
| 3M | -15.2% | +11.4% | -26.6% | -17.8% |
| 6M | -14.2% | +3.9% | -18.1% | -15.4% |
| YTD | -28.3% | +7.7% | -35.9% | -30.2% |
| 1Y | -21.8% | +1.3% | -23.1% | -22.7% |
| 3Y | +71.6% | +7.2% | +64.5% | +62.8% |
| 5Y | +96.6% | -17.0% | +113.6% | +101.7% |
| All | +245.6% | +132.0% | +113.6% | +195.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling