+20.0%
AWK vs SM
+70.4%
-50.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -15.3% | +17.5% | +1.7% |
| 7D | +7.0% | -21.5% | +28.5% | +6.4% |
| 30D | +17.0% | -11.4% | +28.4% | +16.6% |
| 3M | +12.4% | +0.6% | +11.8% | +12.3% |
| 6M | +19.6% | +0.2% | +19.3% | +19.2% |
| YTD | +17.0% | +69.7% | -52.6% | +17.4% |
| 1Y | +20.0% | +71.6% | -51.6% | +20.6% |
| All | +20.0% | +70.4% | -50.4% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling