+67.8%
CSX vs AWK
-15.4%
+83.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | -3.1% | +5.6% | -8.7% | -4.6% |
| 3M | +7.2% | +15.9% | -8.7% | +2.6% |
| 6M | +16.2% | +4.6% | +11.6% | +14.3% |
| YTD | +37.5% | +10.1% | +27.5% | +33.0% |
| 1Y | +53.2% | +2.1% | +51.1% | +51.5% |
| 3Y | +68.2% | +9.8% | +58.4% | +59.0% |
| All | +67.8% | -15.4% | +83.2% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling