+18.8%
AWK vs SBAC
-2.2%
+21.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | +2.7% | +3.6% | -1.0% | +2.1% |
| 30D | +16.7% | +4.9% | +11.8% | +15.7% |
| 3M | +11.7% | +6.5% | +5.3% | +10.6% |
| 6M | +21.9% | -11.1% | +33.0% | +23.1% |
| YTD | +17.6% | +0.9% | +16.7% | +17.2% |
| All | +18.8% | -2.2% | +21.0% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling