+1.3%
AWK vs SIRI
+28.0%
-26.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.5% | -1.6% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | +2.1% | +2.5% | -0.4% | +2.0% |
| 3M | +11.4% | +6.6% | +4.8% | +11.5% |
| 6M | +3.9% | +32.9% | -29.0% | +4.3% |
| YTD | +7.7% | +50.5% | -42.8% | +8.1% |
| 1Y | +1.3% | +28.0% | -26.7% | +5.6% |
| All | +1.3% | +28.0% | -26.7% | +5.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling