-0.9%
AWK vs SIMO
+154.7%
-155.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.2% |
| 7D | +4.1% | -22.0% | +26.1% | +3.0% |
| 30D | +18.0% | -43.0% | +61.0% | +15.5% |
| 3M | +12.2% | -39.1% | +51.4% | +10.4% |
| 6M | +21.2% | -33.3% | +54.5% | +20.0% |
| YTD | +17.6% | +77.0% | -59.4% | +19.6% |
| 1Y | +19.2% | +73.0% | -53.8% | +21.3% |
| 3Y | +26.7% | +215.7% | -189.0% | +29.4% |
| All | -0.9% | +154.7% | -155.6% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling