+55.6%
CVS vs AWK
+9.9%
+45.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.9% | +0.6% | -2.5% | -2.0% |
| 30D | -0.3% | +4.3% | -4.6% | -1.1% |
| 3M | -1.1% | +12.5% | -13.7% | -3.4% |
| 6M | +23.7% | +3.3% | +20.4% | +22.8% |
| YTD | +23.0% | +9.8% | +13.2% | +20.5% |
| 1Y | +37.2% | +2.9% | +34.2% | +35.9% |
| All | +55.6% | +9.9% | +45.7% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling