+136.1%
AWK vs SAN
+329.5%
-193.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +4.3% | -0.1% | +4.4% | +4.3% |
| 3M | +12.5% | +19.6% | -7.1% | +10.2% |
| 6M | +3.3% | +32.7% | -29.4% | -0.2% |
| YTD | +9.8% | +26.7% | -16.9% | +6.3% |
| 1Y | +2.9% | +51.6% | -48.7% | -2.7% |
| 3Y | +9.6% | +348.7% | -339.1% | -11.4% |
| 5Y | -16.7% | +378.7% | -395.4% | -34.6% |
| 10Y | +136.1% | +336.9% | -200.8% | +65.5% |
| All | +136.1% | +329.5% | -193.5% | +65.5% |
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