+1,037.8%
AWK vs SPG
+449.9%
+587.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | +2.7% | -2.7% | -0.5% |
| 30D | +15.5% | +16.6% | -1.0% | +12.4% |
| 3M | +10.0% | +8.1% | +1.9% | +8.5% |
| 6M | +20.4% | +19.3% | +1.1% | +16.7% |
| YTD | +17.1% | +31.1% | -14.0% | +11.5% |
| 1Y | +18.3% | +32.8% | -14.5% | +12.3% |
| 3Y | +30.4% | +135.8% | -105.4% | +10.9% |
| 5Y | -2.7% | +85.1% | -87.7% | -14.5% |
| 10Y | +154.7% | +115.9% | +38.8% | +105.3% |
| All | +1,037.8% | +449.9% | +587.9% | +626.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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