+22.7%
SYY vs AWK
-17.3%
+40.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +1.5% | -0.7% | +2.3% | +1.8% |
| 30D | -2.3% | +2.8% | -5.1% | -3.3% |
| 3M | +5.5% | +11.3% | -5.8% | +1.7% |
| 6M | -1.0% | +6.7% | -7.7% | -3.5% |
| YTD | +14.1% | +9.4% | +4.7% | +10.1% |
| 1Y | +5.6% | +3.7% | +1.8% | +3.5% |
| 3Y | +27.9% | +9.2% | +18.7% | +22.0% |
| 5Y | +22.7% | -15.7% | +38.4% | +20.1% |
| All | +22.7% | -17.3% | +40.0% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling