+224.0%
SAP vs AWK
+152.9%
+71.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | +1.5% | +2.7% | -1.2% | +0.7% |
| 30D | +8.8% | +16.7% | -7.8% | +4.1% |
| 3M | +12.1% | +11.7% | +0.3% | +8.5% |
| 6M | +34.6% | +21.9% | +12.7% | +27.0% |
| YTD | -2.1% | +17.6% | -19.7% | -7.2% |
| 1Y | -5.5% | +19.8% | -25.3% | -11.1% |
| 3Y | +67.4% | +31.0% | +36.5% | +48.8% |
| 5Y | +74.6% | -3.0% | +77.5% | +71.5% |
| 10Y | +224.0% | +156.8% | +67.2% | +140.8% |
| All | +224.0% | +152.9% | +71.1% | +140.8% |
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