+9.7%
AWK vs SGI
+59.4%
-49.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | +2.2% | +9.3% | -7.1% | +1.6% |
| 30D | +4.4% | +6.9% | -2.4% | +4.0% |
| 3M | +15.4% | +2.8% | +12.5% | +15.1% |
| 6M | +3.5% | -12.6% | +16.1% | +4.2% |
| YTD | +9.8% | -21.5% | +31.3% | +11.1% |
| 1Y | +3.0% | -18.8% | +21.7% | +3.8% |
| 3Y | +9.7% | +60.8% | -51.2% | -2.8% |
| All | +9.7% | +59.4% | -49.7% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling