+1,034.4%
AWK vs SPG
+445.8%
+588.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.1% |
| 7D | +1.2% | +5.1% | -3.9% | +0.3% |
| 30D | +15.8% | +16.8% | -1.1% | +12.6% |
| 3M | +11.0% | +5.7% | +5.4% | +9.9% |
| 6M | +21.0% | +17.8% | +3.2% | +17.5% |
| YTD | +16.7% | +30.1% | -13.4% | +11.3% |
| 1Y | +17.2% | +32.8% | -15.6% | +11.3% |
| 3Y | +29.2% | +137.2% | -108.0% | +9.8% |
| 5Y | -2.3% | +81.5% | -83.8% | -13.9% |
| 10Y | +150.5% | +116.5% | +34.0% | +101.8% |
| All | +1,034.4% | +445.8% | +588.6% | +625.3% |
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