+3.7%
AWK vs SAN
+49.3%
-45.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.4% |
| 7D | -0.7% | -2.8% | +2.0% | -1.1% |
| 30D | +2.8% | -0.5% | +3.3% | +2.7% |
| 3M | +11.3% | +22.7% | -11.4% | +14.2% |
| 6M | +6.7% | +28.8% | -22.1% | +10.3% |
| YTD | +9.4% | +26.3% | -16.9% | +13.3% |
| 1Y | +3.7% | +48.8% | -45.1% | +11.6% |
| All | +3.7% | +49.3% | -45.6% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling