-43.6%
SE vs AWK
+3.3%
-46.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | 0.0% | -4.0% | -4.1% |
| 7D | -3.6% | +0.6% | -4.2% | -3.4% |
| 30D | -5.3% | +4.3% | -9.6% | -3.7% |
| 3M | +28.1% | +12.5% | +15.6% | +35.1% |
| 6M | +20.7% | +3.3% | +17.4% | +22.5% |
| YTD | -14.8% | +9.8% | -24.5% | -11.0% |
| 1Y | -43.6% | +2.9% | -46.5% | -42.6% |
| All | -43.6% | +3.3% | -46.9% | -42.6% |
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