-3.0%
AWK vs SGI
+48.6%
-51.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +1.4% |
| 7D | +2.7% | -3.9% | +6.6% | +3.1% |
| 30D | +16.7% | +0.9% | +15.7% | +16.4% |
| 3M | +11.7% | -2.9% | +14.6% | +11.9% |
| 6M | +21.9% | -9.0% | +30.9% | +22.7% |
| YTD | +17.6% | -29.2% | +46.8% | +21.4% |
| 1Y | +19.8% | -32.3% | +52.0% | +24.3% |
| 3Y | +31.0% | +72.4% | -41.4% | +15.1% |
| 5Y | -3.0% | +50.6% | -53.6% | -17.4% |
| All | -3.0% | +48.6% | -51.6% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling