+156.8%
AWK vs SAN
+255.1%
-98.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | +2.7% | +10.8% | -8.1% | +1.6% |
| 30D | +16.7% | -5.7% | +22.4% | +17.3% |
| 3M | +11.7% | -13.4% | +25.2% | +13.2% |
| 6M | +21.9% | +3.5% | +18.4% | +21.0% |
| YTD | +17.6% | +9.7% | +7.9% | +15.4% |
| 1Y | +19.8% | +20.9% | -1.1% | +16.2% |
| 3Y | +31.0% | +254.3% | -223.3% | +8.9% |
| 5Y | -3.0% | +304.2% | -307.2% | -22.4% |
| 10Y | +156.8% | +260.2% | -103.4% | +87.8% |
| All | +156.8% | +255.1% | -98.3% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling