+443.4%
SO vs AWK
+969.7%
-526.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.2% | +1.7% | -1.9% | -1.1% |
| 30D | -4.6% | +5.6% | -10.2% | -7.5% |
| 3M | -3.0% | +15.9% | -18.9% | -10.8% |
| 6M | -8.3% | +4.6% | -12.8% | -10.9% |
| YTD | +3.5% | +10.1% | -6.5% | -2.4% |
| 1Y | -0.9% | +2.1% | -3.0% | -3.1% |
| 3Y | +45.4% | +9.8% | +35.5% | +34.9% |
| 5Y | +59.6% | -15.4% | +75.0% | +69.1% |
| 10Y | +156.6% | +129.4% | +27.2% | +70.8% |
| All | +443.4% | +969.7% | -526.3% | +102.8% |
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 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