+966.9%
AWK vs SIRI
+41.4%
+925.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | 0.0% |
| 7D | +0.6% | -3.9% | +4.5% | +0.9% |
| 30D | +4.3% | -0.8% | +5.1% | +4.3% |
| 3M | +12.5% | +4.3% | +8.2% | +12.2% |
| 6M | +3.3% | +34.1% | -30.8% | +1.2% |
| YTD | +9.8% | +47.3% | -37.6% | +6.8% |
| 1Y | +2.9% | +22.9% | -20.0% | +1.2% |
| 3Y | +9.6% | -24.6% | +34.2% | +9.7% |
| 5Y | -16.7% | -43.2% | +26.5% | -15.9% |
| 10Y | +136.1% | -12.3% | +148.4% | +132.3% |
| All | +966.9% | +41.4% | +925.5% | +956.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling