+33.1%
AWK vs SITM
+4,507.3%
-4,474.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.2% |
| 7D | +2.2% | +8.4% | -6.2% | +1.9% |
| 30D | +4.4% | -17.4% | +21.9% | +4.9% |
| 3M | +15.4% | -9.8% | +25.2% | +15.2% |
| 6M | +3.5% | +83.0% | -79.5% | +0.4% |
| YTD | +9.8% | +69.6% | -59.8% | +6.6% |
| 1Y | +3.0% | +144.9% | -141.9% | -1.9% |
| 3Y | +9.7% | +429.9% | -420.2% | -4.0% |
| 5Y | -17.2% | +169.2% | -186.3% | -27.6% |
| All | +33.1% | +4,507.3% | -4,474.2% | -13.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling