+9.9%
AWK vs SAN
+358.9%
-349.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +1.7% | +1.8% | 0.0% | +1.7% |
| 30D | +5.6% | +2.0% | +3.6% | +5.6% |
| 3M | +15.9% | +19.7% | -3.9% | +15.7% |
| 6M | +4.6% | +30.6% | -26.1% | +4.2% |
| YTD | +10.1% | +28.8% | -18.8% | +9.5% |
| 1Y | +2.1% | +57.8% | -55.7% | +0.2% |
| All | +9.9% | +358.9% | -349.0% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling