+1,042.6%
AWK vs SIMO
+1,449.1%
-406.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.2% | -5.6% | -1.5% |
| 7D | +4.1% | -22.0% | +26.1% | +4.8% |
| 30D | +18.0% | -43.0% | +61.0% | +19.8% |
| 3M | +12.2% | -39.1% | +51.4% | +13.5% |
| 6M | +21.2% | -33.3% | +54.5% | +21.4% |
| YTD | +17.6% | +77.0% | -59.4% | +11.9% |
| 1Y | +19.2% | +73.0% | -53.8% | +13.5% |
| 3Y | +26.7% | +215.7% | -189.0% | +15.8% |
| 5Y | -1.3% | +155.6% | -157.0% | -9.9% |
| 10Y | +159.7% | +388.4% | -228.7% | +122.9% |
| All | +1,042.6% | +1,449.1% | -406.5% | +708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling