+35.4%
CVS vs AWK
+1.8%
+33.6%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.3% | -0.4% |
| 7D | +4.0% | +1.7% | +2.2% | +3.6% |
| 30D | -2.4% | +5.6% | -8.0% | -3.4% |
| 3M | +2.7% | +15.9% | -13.2% | -0.5% |
| 6M | +21.9% | +4.6% | +17.3% | +20.8% |
| YTD | +24.7% | +10.1% | +14.7% | +21.9% |
| 1Y | +35.4% | +2.1% | +33.3% | +35.8% |
| All | +35.4% | +1.8% | +33.6% | +35.8% |
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 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