+2.1%
AWK vs SIMO
+226.2%
-224.1%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | +0.5% |
| 7D | +1.7% | +4.2% | -2.5% | +2.1% |
| 30D | +5.6% | +4.1% | +1.5% | +6.1% |
| 3M | +15.9% | -12.9% | +28.7% | +15.7% |
| 6M | +4.6% | +110.3% | -105.8% | +12.0% |
| YTD | +10.1% | +178.6% | -168.5% | +21.0% |
| 1Y | +2.1% | +220.0% | -217.9% | +13.0% |
| All | +2.1% | +226.2% | -224.1% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling