+150.5%
AWK vs SIMO
+436.4%
-285.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.7% | -6.4% | -0.7% |
| 7D | +1.2% | -8.2% | +9.4% | +1.2% |
| 30D | +15.8% | -34.6% | +50.4% | +15.7% |
| 3M | +11.0% | -32.6% | +43.6% | +10.9% |
| 6M | +21.0% | -31.8% | +52.8% | +20.5% |
| YTD | +16.7% | +87.6% | -70.9% | +13.3% |
| 1Y | +17.2% | +86.7% | -69.5% | +13.7% |
| 3Y | +29.2% | +227.4% | -198.3% | +21.5% |
| 5Y | -2.3% | +173.0% | -175.3% | -8.4% |
| 10Y | +150.5% | +409.6% | -259.1% | +113.2% |
| All | +150.5% | +436.4% | -285.8% | +113.2% |
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