+969.7%
AWK vs SIMO
+2,338.5%
-1,368.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.7% | -8.8% | -0.4% |
| 7D | +1.7% | +4.2% | -2.5% | +1.6% |
| 30D | +5.6% | +4.1% | +1.5% | +5.3% |
| 3M | +15.9% | -12.9% | +28.7% | +15.8% |
| 6M | +4.6% | +110.3% | -105.8% | +0.1% |
| YTD | +10.1% | +178.6% | -168.5% | +3.6% |
| 1Y | +2.1% | +220.0% | -217.9% | -4.7% |
| 3Y | +9.8% | +409.0% | -399.2% | -0.9% |
| 5Y | -15.4% | +277.3% | -292.7% | -23.3% |
| 10Y | +129.4% | +506.6% | -377.2% | +97.3% |
| All | +969.7% | +2,338.5% | -1,368.9% | +649.2% |
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 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