-14.2%
CRH vs AWK
+5.4%
-19.6%
-25.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.6% | +1.1% |
| 7D | -6.1% | -2.1% | -3.9% | -5.9% |
| 30D | -9.3% | +2.1% | -11.3% | -9.4% |
| 3M | -15.2% | +11.4% | -26.6% | -14.8% |
| 6M | -14.2% | +3.9% | -18.1% | -15.4% |
| All | -14.2% | +5.4% | -19.6% | -15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling