+66.7%
SNXX vs AWK
+17.1%
+49.6%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +2.2% | -17.9% | -8.1% |
| 7D | -47.8% | +7.0% | -54.8% | -31.3% |
| 30D | -66.0% | +17.0% | -83.1% | -37.5% |
| 3M | -57.5% | +12.4% | -69.9% | -29.8% |
| 6M | -66.7% | +19.6% | -86.3% | -20.8% |
| All | +66.7% | +17.1% | +49.6% | +297.7% |
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