+75.1%
SAP vs AWK
+24.3%
+50.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -4.1% |
| 7D | -0.7% | +4.1% | -4.8% | -0.7% |
| 30D | +11.1% | +18.0% | -6.9% | +11.0% |
| 3M | +17.0% | +12.2% | +4.8% | +17.0% |
| 6M | +34.8% | +21.2% | +13.6% | +35.4% |
| YTD | -2.2% | +17.6% | -19.8% | -1.9% |
| 1Y | -6.4% | +19.2% | -25.7% | -6.1% |
| 3Y | +75.1% | +26.7% | +48.4% | +77.8% |
| All | +75.1% | +24.3% | +50.8% | +77.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling