+969.7%
AWK vs SGI
+2,493.0%
-1,523.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +1.7% | +8.5% | -6.8% | +1.1% |
| 30D | +5.6% | +0.7% | +4.9% | +5.5% |
| 3M | +15.9% | +0.6% | +15.3% | +15.6% |
| 6M | +4.6% | -17.9% | +22.5% | +5.8% |
| YTD | +10.1% | -21.2% | +31.2% | +11.6% |
| 1Y | +2.1% | -18.9% | +21.0% | +3.1% |
| 3Y | +9.8% | +52.6% | -42.8% | +4.4% |
| 5Y | -15.4% | +60.7% | -76.1% | -21.1% |
| 10Y | +129.4% | +278.1% | -148.7% | +92.6% |
| All | +969.7% | +2,493.0% | -1,523.3% | +567.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling