+162.0%
SO vs AWK
+128.1%
+33.9%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | 0.0% | +0.6% | -0.6% | -0.4% |
| 30D | -2.5% | +4.3% | -6.8% | -5.3% |
| 3M | -4.2% | +12.5% | -16.7% | -11.8% |
| 6M | -7.7% | +3.3% | -11.0% | -10.2% |
| YTD | +3.8% | +9.8% | -6.0% | -3.5% |
| 1Y | +0.1% | +2.9% | -2.9% | -3.3% |
| 3Y | +44.2% | +9.6% | +34.6% | +30.6% |
| 5Y | +57.9% | -16.7% | +74.5% | +72.5% |
| 10Y | +162.0% | +136.1% | +25.9% | +32.8% |
| All | +162.0% | +128.1% | +33.9% | +32.8% |
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