+136.1%
AWK vs SM
+16.0%
+120.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | +4.3% | +20.3% | -16.0% | +4.3% |
| 3M | +12.5% | +22.9% | -10.4% | +12.6% |
| 6M | +3.3% | +47.8% | -44.5% | +3.3% |
| YTD | +9.8% | +107.5% | -97.7% | +9.8% |
| 1Y | +2.9% | +51.7% | -48.8% | +2.9% |
| 3Y | +9.6% | -0.9% | +10.5% | +9.7% |
| 5Y | -16.7% | +112.2% | -128.9% | -16.5% |
| 10Y | +136.1% | +20.3% | +115.8% | +126.5% |
| All | +136.1% | +16.0% | +120.1% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling