+328.8%
AWK vs SFM
+132.6%
+196.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +5.6% | -4.4% | +9.9% | +6.0% |
| 3M | +15.9% | +1.5% | +14.3% | +15.4% |
| 6M | +4.6% | +6.5% | -1.9% | +3.3% |
| YTD | +10.1% | +2.2% | +7.9% | +9.1% |
| 1Y | +2.1% | -41.9% | +44.0% | +6.8% |
| 3Y | +9.8% | +106.8% | -96.9% | -1.7% |
| 5Y | -15.4% | +231.6% | -246.9% | -28.9% |
| 10Y | +129.4% | +258.4% | -129.0% | +84.6% |
| All | +328.8% | +132.6% | +196.2% | +256.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling