+128.5%
AWK vs SIRI
-10.2%
+138.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.7% |
| 7D | -2.1% | +0.6% | -2.7% | -2.2% |
| 30D | +2.1% | +2.5% | -0.4% | +1.7% |
| 3M | +11.4% | +6.6% | +4.8% | +10.3% |
| 6M | +3.9% | +32.9% | -29.0% | -0.3% |
| YTD | +7.7% | +50.5% | -42.8% | +1.5% |
| 1Y | +1.3% | +28.0% | -26.7% | -2.7% |
| 3Y | +7.2% | -22.4% | +29.6% | +7.7% |
| 5Y | -17.0% | -41.3% | +24.3% | -14.9% |
| All | +128.5% | -10.2% | +138.7% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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