+1,042.6%
AWK vs SAN
+66.0%
+976.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.9% | -1.1% |
| 7D | +4.1% | +4.9% | -0.8% | +3.4% |
| 30D | +18.0% | -13.0% | +31.0% | +20.1% |
| 3M | +12.2% | -18.9% | +31.1% | +15.2% |
| 6M | +21.2% | -4.1% | +25.4% | +21.3% |
| YTD | +17.6% | +2.6% | +15.0% | +15.9% |
| 1Y | +19.2% | +16.9% | +2.3% | +15.3% |
| 3Y | +26.7% | +239.1% | -212.3% | +3.4% |
| 5Y | -1.3% | +266.8% | -268.2% | -22.0% |
| 10Y | +159.7% | +246.0% | -86.4% | +95.5% |
| All | +1,042.6% | +66.0% | +976.6% | +776.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling