-0.9%
AWK vs SARO
-22.5%
+21.6%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.2% | -1.4% |
| 7D | -2.1% | -3.1% | +1.0% | -2.3% |
| 30D | +2.1% | -12.2% | +14.3% | +1.2% |
| 3M | +11.4% | -7.4% | +18.7% | +11.0% |
| 6M | +3.9% | -15.3% | +19.2% | +3.0% |
| YTD | +7.7% | -16.2% | +23.9% | +6.9% |
| 1Y | +1.3% | -12.1% | +13.4% | +1.2% |
| All | -0.9% | -22.5% | +21.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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