+125.0%
SU vs AWK
+7.8%
+117.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.2% |
| 7D | +2.2% | -2.1% | +4.4% | +2.2% |
| 30D | +8.4% | +2.1% | +6.4% | +8.5% |
| 3M | +12.1% | +11.4% | +0.7% | +12.2% |
| 6M | +19.7% | +3.9% | +15.8% | +19.8% |
| YTD | +58.4% | +7.7% | +50.7% | +58.6% |
| 1Y | +67.2% | +1.3% | +65.9% | +67.3% |
| 3Y | +125.0% | +7.2% | +117.9% | +119.9% |
| All | +125.0% | +7.8% | +117.3% | +119.9% |
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 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