-11.1%
SRE vs AWK
+19.4%
-30.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.3% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +14.3% | -17.3% | -7.5% |
| 3M | -7.3% | +10.3% | -17.5% | -10.6% |
| 6M | -11.9% | +18.9% | -30.8% | -17.6% |
| YTD | -7.9% | +17.7% | -25.6% | -13.9% |
| 1Y | -11.1% | +16.9% | -28.0% | -17.0% |
| All | -11.1% | +19.4% | -30.6% | -17.0% |
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