+409.0%
CSX vs AWK
+152.9%
+256.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +0.7% | +2.7% | -2.0% | -0.3% |
| 30D | +8.1% | +16.7% | -8.6% | +2.1% |
| 3M | +2.2% | +11.7% | -9.6% | -2.0% |
| 6M | +14.6% | +21.9% | -7.3% | +6.1% |
| YTD | +42.2% | +17.6% | +24.6% | +32.8% |
| 1Y | +47.3% | +19.8% | +27.5% | +36.4% |
| 3Y | +73.5% | +31.0% | +42.5% | +50.5% |
| 5Y | +54.1% | -3.0% | +57.1% | +50.7% |
| 10Y | +409.0% | +156.8% | +252.2% | +317.7% |
| All | +409.0% | +152.9% | +256.0% | +317.7% |
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