+2.1%
AWK vs SGI
-17.2%
+19.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +1.7% | +8.5% | -6.8% | +1.6% |
| 30D | +5.6% | +0.7% | +4.9% | +5.4% |
| 3M | +15.9% | +0.6% | +15.3% | +15.8% |
| 6M | +4.6% | -17.9% | +22.5% | +4.4% |
| YTD | +10.1% | -21.2% | +31.2% | +9.4% |
| 1Y | +2.1% | -18.9% | +21.0% | +2.6% |
| All | +2.1% | -17.2% | +19.3% | +2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI 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 SGI 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