+236.6%
SAP vs AWK
+157.1%
+79.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | 0.0% |
| 7D | +0.6% | +0.1% | +0.5% | +0.6% |
| 30D | +6.5% | +14.3% | -7.7% | +2.5% |
| 3M | +12.2% | +10.3% | +2.0% | +9.1% |
| 6M | +46.1% | +18.9% | +27.1% | +38.8% |
| YTD | -1.6% | +17.7% | -19.3% | -6.8% |
| 1Y | -5.1% | +16.9% | -22.0% | -10.0% |
| 3Y | +68.4% | +32.2% | +36.2% | +49.2% |
| 5Y | +79.4% | -2.2% | +81.6% | +75.8% |
| All | +236.6% | +157.1% | +79.5% | +150.5% |
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