+155.9%
AWK vs SBAC
+111.4%
+44.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.5% |
| 7D | +2.7% | +3.6% | -1.0% | +1.0% |
| 30D | +16.7% | +4.9% | +11.8% | +14.0% |
| 3M | +11.7% | +6.5% | +5.3% | +8.1% |
| 6M | +21.9% | -11.1% | +33.0% | +27.0% |
| YTD | +17.6% | +0.9% | +16.7% | +13.5% |
| 1Y | +19.8% | -1.6% | +21.3% | +16.9% |
| 3Y | +31.0% | -7.0% | +38.0% | +29.5% |
| 5Y | -3.0% | -39.2% | +36.3% | +16.5% |
| All | +155.9% | +111.4% | +44.5% | +88.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 10y: compounded portfolio wealth divided by compounded SBAC 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…
10y analysis · Full analysis span regression · 6 months rolling