+113.8%
SYY vs AWK
+132.0%
-18.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.7% |
| 7D | +3.9% | -2.1% | +6.1% | +4.8% |
| 30D | -1.7% | +2.1% | -3.8% | -2.6% |
| 3M | +5.2% | +11.4% | -6.2% | +0.6% |
| 6M | -0.2% | +3.9% | -4.1% | -2.3% |
| YTD | +15.4% | +7.7% | +7.7% | +11.2% |
| 1Y | +5.6% | +1.3% | +4.3% | +4.0% |
| 3Y | +28.9% | +7.2% | +21.7% | +22.2% |
| 5Y | +24.1% | -17.0% | +41.1% | +29.3% |
| All | +113.8% | +132.0% | -18.2% | +44.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling