+393.4%
SRE vs AWK
+1,044.2%
-650.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | 0.0% |
| 7D | +1.8% | +0.1% | +1.6% | +1.7% |
| 30D | -3.0% | +14.3% | -17.3% | -10.0% |
| 3M | -7.3% | +10.3% | -17.5% | -12.4% |
| 6M | -11.9% | +18.9% | -30.8% | -20.3% |
| YTD | -7.9% | +17.7% | -25.6% | -16.6% |
| 1Y | -11.1% | +16.9% | -28.0% | -19.4% |
| 3Y | +24.8% | +32.2% | -7.4% | +2.6% |
| 5Y | +52.4% | -2.2% | +54.5% | +47.0% |
| 10Y | +127.9% | +156.1% | -28.3% | +26.4% |
| All | +393.4% | +1,044.2% | -650.7% | +23.2% |
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