-3.3%
AWK vs SITM
+73.6%
-76.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.5% | +6.9% | +1.3% |
| 7D | +0.1% | +6.6% | -6.5% | +0.2% |
| 30D | +14.3% | -15.3% | +29.6% | +14.2% |
| 3M | +10.3% | -35.4% | +45.7% | +10.2% |
| 6M | +18.9% | -46.8% | +65.7% | +19.0% |
| YTD | +17.7% | +25.9% | -8.1% | +17.0% |
| 1Y | +16.9% | +54.0% | -37.1% | +15.9% |
| 3Y | +32.2% | +315.6% | -283.4% | +22.4% |
| All | -3.3% | +73.6% | -76.9% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling