+6.6%
SO vs AWK
+19.1%
-12.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -0.1% | +2.7% | -2.8% | -1.4% |
| 30D | +8.7% | +16.7% | -8.0% | +1.3% |
| 3M | +3.4% | +11.7% | -8.4% | -1.9% |
| 6M | +3.7% | +21.9% | -18.2% | -5.2% |
| YTD | +10.0% | +17.6% | -7.6% | +1.3% |
| 1Y | +6.6% | +19.8% | -13.2% | -1.9% |
| All | +6.6% | +19.1% | -12.5% | -1.9% |
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