-10.0%
CRM vs AWK
+20.7%
-30.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +2.1% |
| 7D | -6.2% | +7.0% | -13.2% | -6.6% |
| 30D | -1.2% | +17.0% | -18.2% | -2.1% |
| 3M | +19.1% | +12.4% | +6.7% | +18.3% |
| 6M | +23.0% | +19.6% | +3.4% | +23.7% |
| YTD | -13.7% | +17.0% | -30.7% | -13.1% |
| 1Y | -10.0% | +20.0% | -30.0% | -10.1% |
| All | -10.0% | +20.7% | -30.6% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling