+417.0%
SRE vs AWK
+969.7%
-552.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -0.3% | +1.7% | -2.1% | -1.3% |
| 30D | -0.7% | +5.6% | -6.3% | -3.7% |
| 3M | -6.3% | +15.9% | -22.2% | -13.8% |
| 6M | -10.7% | +4.6% | -15.2% | -13.4% |
| YTD | -3.5% | +10.1% | -13.5% | -9.1% |
| 1Y | +5.3% | +2.1% | +3.2% | +2.9% |
| 3Y | +31.8% | +9.8% | +21.9% | +20.4% |
| 5Y | +47.4% | -15.4% | +62.7% | +54.3% |
| 10Y | +120.6% | +129.4% | -8.8% | +30.3% |
| All | +417.0% | +969.7% | -552.7% | +34.3% |
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