+8.8%
AWK vs SITM
+423.6%
-414.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -0.3% |
| 7D | -0.7% | +4.8% | -5.6% | -0.5% |
| 30D | +2.8% | -9.7% | +12.5% | +2.4% |
| 3M | +11.3% | -9.3% | +20.6% | +11.4% |
| 6M | +6.7% | +69.5% | -62.8% | +10.1% |
| YTD | +9.4% | +70.5% | -61.1% | +13.0% |
| 1Y | +3.7% | +145.3% | -141.5% | +9.2% |
| All | +8.8% | +423.6% | -414.8% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 3y: compounded portfolio wealth divided by compounded SITM 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…
3y analysis · Full analysis span regression · 6 months rolling