+176.2%
SAP vs AWK
+126.2%
+50.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.3% | +2.2% | -2.4% | -0.9% |
| 30D | +2.6% | +4.4% | -1.9% | +1.3% |
| 3M | +16.3% | +15.4% | +0.9% | +11.6% |
| 6M | +6.4% | +3.5% | +2.9% | +5.0% |
| YTD | -11.4% | +9.8% | -21.2% | -14.4% |
| 1Y | -20.4% | +3.0% | -23.4% | -21.7% |
| 3Y | +56.5% | +9.7% | +46.9% | +47.7% |
| 5Y | +56.8% | -17.2% | +73.9% | +62.1% |
| 10Y | +176.2% | +126.1% | +50.1% | +109.2% |
| All | +176.2% | +126.2% | +50.0% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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