+154.7%
AWK vs SUI
+120.9%
+33.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.1% |
| 7D | 0.0% | -2.4% | +2.5% | +1.2% |
| 30D | +15.5% | +3.3% | +12.2% | +13.6% |
| 3M | +10.0% | +0.7% | +9.3% | +9.4% |
| 6M | +20.4% | -4.1% | +24.5% | +22.5% |
| YTD | +17.1% | -1.8% | +18.9% | +17.4% |
| 1Y | +18.3% | -4.1% | +22.3% | +19.9% |
| 3Y | +30.4% | +17.4% | +13.0% | +17.4% |
| 5Y | -2.7% | -27.0% | +24.4% | +9.0% |
| 10Y | +154.7% | +121.2% | +33.5% | +53.3% |
| All | +154.7% | +120.9% | +33.8% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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