-1.6%
AWK vs SAN
+271.8%
-273.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.3% |
| 7D | +4.1% | +4.9% | -0.8% | +3.8% |
| 30D | +18.0% | -13.0% | +31.0% | +18.9% |
| 3M | +12.2% | -18.9% | +31.1% | +13.6% |
| 6M | +21.2% | -4.1% | +25.4% | +21.2% |
| YTD | +17.6% | +2.6% | +15.0% | +16.5% |
| 1Y | +19.2% | +16.9% | +2.3% | +16.6% |
| 3Y | +26.7% | +239.1% | -212.3% | +7.0% |
| All | -1.6% | +271.8% | -273.4% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling