+40.2%
CVX vs AWK
+2.5%
+37.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | +0.7% | -0.7% | +1.4% | +0.7% |
| 30D | +9.1% | +2.8% | +6.4% | +9.0% |
| 3M | +13.1% | +11.3% | +1.8% | +12.6% |
| 6M | +16.3% | +6.7% | +9.5% | +15.8% |
| YTD | +43.5% | +9.4% | +34.1% | +43.6% |
| 1Y | +40.2% | +3.7% | +36.4% | +38.8% |
| All | +40.2% | +2.5% | +37.7% | +38.8% |
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