+238.9%
CRM vs AWK
+132.0%
+106.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.5% | +2.4% |
| 7D | -4.4% | -2.1% | -2.3% | -3.8% |
| 30D | +28.1% | +2.1% | +26.1% | +27.3% |
| 3M | +48.8% | +11.4% | +37.5% | +44.1% |
| 6M | +28.3% | +3.9% | +24.3% | +26.3% |
| YTD | -6.0% | +7.7% | -13.7% | -8.7% |
| 1Y | +1.4% | +1.3% | +0.1% | +0.2% |
| 3Y | +11.8% | +7.2% | +4.7% | +4.8% |
| 5Y | -2.0% | -17.0% | +15.0% | +0.8% |
| All | +238.9% | +132.0% | +106.9% | +145.8% |
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