+1,043.1%
AWK vs SGI
+2,229.9%
-1,186.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.3% | +6.0% | +1.2% |
| 7D | +2.7% | -3.9% | +6.6% | +3.0% |
| 30D | +16.7% | +0.9% | +15.7% | +16.5% |
| 3M | +11.7% | -2.9% | +14.6% | +11.9% |
| 6M | +21.9% | -9.0% | +30.9% | +22.5% |
| YTD | +17.6% | -29.2% | +46.8% | +20.1% |
| 1Y | +19.8% | -32.3% | +52.0% | +22.8% |
| 3Y | +31.0% | +72.4% | -41.4% | +23.2% |
| 5Y | -3.0% | +50.6% | -53.6% | -9.1% |
| 10Y | +156.8% | +335.2% | -178.5% | +113.5% |
| All | +1,043.1% | +2,229.9% | -1,186.8% | +619.2% |
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