+31.0%
AWK vs SGI
+76.5%
-45.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +1.1% |
| 7D | +2.7% | -3.9% | +6.6% | +2.9% |
| 30D | +16.7% | +0.9% | +15.7% | +16.6% |
| 3M | +11.7% | -2.9% | +14.6% | +11.8% |
| 6M | +21.9% | -9.0% | +30.9% | +22.3% |
| YTD | +17.6% | -29.2% | +46.8% | +19.2% |
| 1Y | +19.8% | -32.3% | +52.0% | +21.7% |
| 3Y | +31.0% | +72.4% | -41.4% | +7.4% |
| All | +31.0% | +76.5% | -45.5% | +7.4% |
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