+514.5%
SAP vs AWK
+1,042.6%
-528.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.7% |
| 7D | -0.7% | +4.1% | -4.8% | -2.0% |
| 30D | +11.1% | +18.0% | -6.9% | +4.9% |
| 3M | +17.0% | +12.2% | +4.8% | +12.4% |
| 6M | +34.8% | +21.2% | +13.6% | +25.9% |
| YTD | -2.2% | +17.6% | -19.8% | -8.4% |
| 1Y | -6.4% | +19.2% | -25.7% | -12.9% |
| 3Y | +75.1% | +26.7% | +48.4% | +55.0% |
| 5Y | +69.8% | -1.3% | +71.2% | +64.1% |
| 10Y | +219.8% | +159.7% | +60.2% | +101.8% |
| All | +514.5% | +1,042.6% | -528.0% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling