-15.7%
AWK vs SIRI
-42.5%
+26.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | -0.7% | -3.0% | +2.2% | -0.5% |
| 30D | +2.8% | +1.3% | +1.5% | +2.6% |
| 3M | +11.3% | +5.6% | +5.7% | +10.8% |
| 6M | +6.7% | +35.2% | -28.4% | +4.2% |
| YTD | +9.4% | +49.1% | -39.7% | +5.8% |
| 1Y | +3.7% | +26.8% | -23.1% | +1.5% |
| 3Y | +9.2% | -23.7% | +32.9% | +10.6% |
| 5Y | -15.7% | -41.8% | +26.1% | -8.4% |
| All | -15.7% | -42.5% | +26.8% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling