+196.4%
SO vs AWK
+157.1%
+39.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.3% |
| 7D | +1.4% | +0.1% | +1.2% | +1.2% |
| 30D | +4.7% | +14.3% | -9.6% | -4.4% |
| 3M | +1.7% | +10.3% | -8.6% | -5.1% |
| 6M | +2.2% | +18.9% | -16.8% | -9.6% |
| YTD | +10.0% | +17.7% | -7.7% | -2.6% |
| 1Y | +6.0% | +16.9% | -10.8% | -5.8% |
| 3Y | +54.1% | +32.2% | +21.9% | +22.3% |
| 5Y | +79.6% | -2.2% | +81.8% | +74.6% |
| All | +196.4% | +157.1% | +39.4% | +45.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling