+41.5%
CSX vs AWK
+17.7%
+23.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -3.1% |
| 7D | -5.5% | +4.1% | -9.6% | -6.2% |
| 30D | +4.9% | +18.0% | -13.1% | +2.4% |
| 3M | -2.9% | +12.2% | -15.1% | -4.7% |
| 6M | +8.3% | +21.2% | -12.9% | +5.9% |
| YTD | +36.7% | +17.6% | +19.2% | +34.4% |
| 1Y | +41.5% | +19.2% | +22.3% | +39.2% |
| All | +41.5% | +17.7% | +23.8% | +39.2% |
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