+126.1%
AWK vs SIMO
+515.6%
-389.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.2% | -6.4% | -0.3% |
| 7D | +2.2% | +14.6% | -12.4% | +2.1% |
| 30D | +4.4% | +6.2% | -1.8% | +4.4% |
| 3M | +15.4% | +3.6% | +11.8% | +15.1% |
| 6M | +3.5% | +130.8% | -127.3% | +1.5% |
| YTD | +9.8% | +195.8% | -186.0% | +6.6% |
| 1Y | +3.0% | +225.0% | -222.0% | -0.5% |
| 3Y | +9.7% | +452.3% | -442.7% | +2.7% |
| 5Y | -17.2% | +303.6% | -320.8% | -21.9% |
| 10Y | +126.1% | +528.8% | -402.7% | +100.5% |
| All | +126.1% | +515.6% | -389.6% | +100.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling