+158.6%
AWK vs SFM
+140.2%
+18.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +1.2% |
| 7D | +0.1% | +6.0% | -5.9% | -0.6% |
| 30D | +14.3% | -19.5% | +33.7% | +16.6% |
| 3M | +10.3% | -37.0% | +47.3% | +15.8% |
| 6M | +18.9% | -41.0% | +60.0% | +25.5% |
| YTD | +17.7% | -34.6% | +52.4% | +22.1% |
| 1Y | +16.9% | -36.3% | +53.1% | +21.5% |
| 3Y | +32.2% | +24.5% | +7.6% | +20.8% |
| 5Y | -2.2% | +115.9% | -118.0% | -18.9% |
| All | +158.6% | +140.2% | +18.4% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling