+967.2%
AWK vs SIRI
+42.7%
+924.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | -0.2% |
| 7D | +2.2% | +4.3% | -2.1% | +1.9% |
| 30D | +4.4% | -2.8% | +7.3% | +4.6% |
| 3M | +15.4% | +5.9% | +9.5% | +14.9% |
| 6M | +3.5% | +31.9% | -28.4% | +1.5% |
| YTD | +9.8% | +48.7% | -38.9% | +6.8% |
| 1Y | +3.0% | +23.2% | -20.2% | +1.3% |
| 3Y | +9.7% | -23.9% | +33.5% | +9.7% |
| 5Y | -17.2% | -43.4% | +26.3% | -16.4% |
| 10Y | +126.1% | -13.6% | +139.7% | +122.5% |
| All | +967.2% | +42.7% | +924.6% | +956.2% |
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 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