+70.8%
SAP vs AWK
-1.1%
+71.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.8% |
| 7D | -0.7% | +4.1% | -4.8% | -1.5% |
| 30D | +11.1% | +18.0% | -6.9% | +7.4% |
| 3M | +17.0% | +12.2% | +4.8% | +14.3% |
| 6M | +34.8% | +21.2% | +13.6% | +29.7% |
| YTD | -2.2% | +17.6% | -19.8% | -5.8% |
| 1Y | -6.4% | +19.2% | -25.7% | -10.2% |
| 3Y | +75.1% | +26.7% | +48.4% | +60.3% |
| All | +70.8% | -1.1% | +71.9% | +66.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling