+477.6%
SO vs AWK
+1,043.1%
-565.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.3% |
| 7D | -0.1% | +2.7% | -2.8% | -1.6% |
| 30D | +8.7% | +16.7% | -8.0% | -0.2% |
| 3M | +3.4% | +11.7% | -8.4% | -3.0% |
| 6M | +3.7% | +21.9% | -18.2% | -7.3% |
| YTD | +10.0% | +17.6% | -7.6% | -0.1% |
| 1Y | +6.6% | +19.8% | -13.2% | -4.4% |
| 3Y | +52.5% | +31.0% | +21.5% | +28.4% |
| 5Y | +76.1% | -3.0% | +79.0% | +73.2% |
| 10Y | +194.9% | +156.8% | +38.1% | +85.6% |
| All | +477.6% | +1,043.1% | -565.5% | +107.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling