+1,550.3%
SPGI vs AWK
+969.7%
+580.6%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +0.1% | +1.7% | -1.6% | -0.7% |
| 30D | +8.4% | +5.6% | +2.8% | +5.6% |
| 3M | +11.8% | +15.9% | -4.0% | +3.9% |
| 6M | +5.7% | +4.6% | +1.1% | +2.8% |
| YTD | -9.7% | +10.1% | -19.7% | -14.6% |
| 1Y | -12.5% | +2.1% | -14.6% | -14.5% |
| 3Y | +21.8% | +9.8% | +12.0% | +11.4% |
| 5Y | +8.2% | -15.4% | +23.5% | +12.5% |
| 10Y | +309.5% | +129.4% | +180.1% | +140.3% |
| All | +1,550.3% | +969.7% | +580.6% | +219.9% |
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 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