+2.9%
AWK vs SN
+476.8%
-473.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.1% |
| 7D | +0.6% | -3.4% | +4.0% | +0.6% |
| 30D | +4.3% | -9.1% | +13.4% | +4.2% |
| 3M | +12.5% | +31.8% | -19.2% | +13.0% |
| 6M | +3.3% | +52.0% | -48.7% | +4.2% |
| YTD | +9.8% | +51.3% | -41.5% | +10.7% |
| 1Y | +2.9% | +46.9% | -44.0% | +3.8% |
| 3Y | +9.6% | +394.9% | -385.3% | +3.4% |
| All | +2.9% | +476.8% | -473.9% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling