+32.2%
AWK vs SIMO
+221.6%
-189.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.6% | +7.0% | +0.9% |
| 7D | +0.1% | +4.1% | -4.0% | +0.5% |
| 30D | +14.3% | -24.0% | +38.2% | +12.5% |
| 3M | +10.3% | -31.8% | +42.1% | +8.2% |
| 6M | +18.9% | -36.9% | +55.8% | +17.0% |
| YTD | +17.7% | +84.8% | -67.1% | +25.7% |
| 1Y | +16.9% | +99.0% | -82.1% | +25.6% |
| 3Y | +32.2% | +217.9% | -185.8% | +41.3% |
| All | +32.2% | +221.6% | -189.4% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling