+132.1%
AWK vs SFM
+268.6%
-136.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -0.7% | -8.8% | +8.0% | +0.3% |
| 30D | +2.8% | -14.5% | +17.2% | +4.6% |
| 3M | +11.3% | -16.8% | +28.2% | +13.5% |
| 6M | +6.7% | -5.3% | +12.1% | +6.7% |
| YTD | +9.4% | -9.4% | +18.8% | +9.8% |
| 1Y | +3.7% | -46.2% | +49.9% | +10.4% |
| 3Y | +9.2% | +81.3% | -72.0% | -3.9% |
| 5Y | -15.7% | +211.9% | -227.6% | -32.5% |
| All | +132.1% | +268.6% | -136.5% | +69.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling