+1,043.1%
AWK vs SBAC
+570.8%
+472.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | +2.7% | +3.6% | -1.0% | +1.5% |
| 30D | +16.7% | +4.9% | +11.8% | +14.9% |
| 3M | +11.7% | +6.5% | +5.3% | +9.3% |
| 6M | +21.9% | -11.1% | +33.0% | +25.4% |
| YTD | +17.6% | +0.9% | +16.7% | +15.1% |
| 1Y | +19.8% | -1.6% | +21.3% | +18.1% |
| 3Y | +31.0% | -7.0% | +38.0% | +30.7% |
| 5Y | -3.0% | -39.2% | +36.3% | +8.9% |
| 10Y | +156.8% | +111.4% | +45.4% | +116.5% |
| All | +1,043.1% | +570.8% | +472.3% | +559.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling