+31.7%
SPGI vs AWK
+24.3%
+7.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | +0.3% | +4.1% | -3.8% | -0.5% |
| 30D | +18.4% | +18.0% | +0.4% | +14.7% |
| 3M | +15.7% | +12.2% | +3.5% | +13.1% |
| 6M | +17.3% | +21.2% | -4.0% | +13.2% |
| YTD | -4.7% | +17.6% | -22.3% | -7.7% |
| 1Y | +1.8% | +19.2% | -17.4% | -1.6% |
| 3Y | +31.7% | +26.7% | +5.0% | +23.8% |
| All | +31.7% | +24.3% | +7.4% | +23.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling