+24.6%
SYY vs AWK
+31.5%
-6.9%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.2% | +0.8% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | -4.8% | +14.3% | -19.0% | -8.3% |
| 3M | -7.1% | +10.3% | -17.4% | -9.7% |
| 6M | +6.8% | +18.9% | -12.1% | +1.6% |
| YTD | +7.7% | +17.7% | -10.1% | +2.1% |
| 1Y | +5.7% | +16.9% | -11.2% | +0.4% |
| 3Y | +24.6% | +32.2% | -7.6% | +15.1% |
| All | +24.6% | +31.5% | -6.9% | +15.1% |
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