+504.6%
CSX vs AWK
+129.0%
+375.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -4.0% |
| 30D | -3.1% | +5.6% | -8.7% | -5.1% |
| 3M | +7.2% | +15.9% | -8.7% | +1.2% |
| 6M | +16.2% | +4.6% | +11.6% | +13.7% |
| YTD | +37.5% | +10.1% | +27.5% | +31.7% |
| 1Y | +53.2% | +2.1% | +51.1% | +50.6% |
| 3Y | +68.2% | +9.8% | +58.4% | +56.8% |
| 5Y | +65.2% | -15.4% | +80.6% | +70.5% |
| All | +504.6% | +129.0% | +375.6% | +380.0% |
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