+99.4%
SU vs AWK
+966.9%
-867.5%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +1.6% | +0.6% | +1.0% | +1.4% |
| 30D | +10.7% | +4.3% | +6.4% | +9.1% |
| 3M | +13.5% | +12.5% | +1.0% | +8.7% |
| 6M | +21.8% | +3.3% | +18.5% | +19.7% |
| YTD | +58.8% | +9.8% | +49.1% | +52.5% |
| 1Y | +72.0% | +2.9% | +69.1% | +68.4% |
| 3Y | +121.7% | +9.6% | +112.1% | +106.4% |
| 5Y | +350.4% | -16.7% | +367.1% | +359.7% |
| 10Y | +264.7% | +136.1% | +128.6% | +107.4% |
| All | +99.4% | +966.9% | -867.5% | -59.0% |
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 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