-6.0%
SAP vs AWK
+17.4%
-23.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -3.9% | -2.6% | -1.3% | -3.8% |
| 30D | +6.5% | +14.2% | -7.7% | +6.7% |
| 3M | +14.7% | +10.0% | +4.6% | +14.8% |
| 6M | +39.9% | +17.1% | +22.8% | +42.7% |
| YTD | -2.0% | +16.1% | -18.1% | +0.9% |
| 1Y | -6.0% | +17.5% | -23.5% | -3.4% |
| All | -6.0% | +17.4% | -23.4% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling