+1,037.8%
AWK vs SBAC
+565.9%
+471.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.2% |
| 7D | 0.0% | -2.8% | +2.8% | +0.9% |
| 30D | +15.5% | +3.1% | +12.4% | +14.3% |
| 3M | +10.0% | +5.1% | +4.8% | +8.0% |
| 6M | +20.4% | -11.4% | +31.8% | +24.0% |
| YTD | +17.1% | +0.2% | +16.9% | +14.8% |
| 1Y | +18.3% | -3.9% | +22.2% | +17.5% |
| 3Y | +30.4% | -7.7% | +38.0% | +30.4% |
| 5Y | -2.7% | -39.7% | +37.1% | +9.5% |
| 10Y | +154.7% | +111.9% | +42.8% | +114.8% |
| All | +1,037.8% | +565.9% | +471.9% | +557.7% |
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 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