+9.7%
AWK vs SM
-2.8%
+12.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.1% |
| 7D | +2.2% | -0.2% | +2.3% | +2.2% |
| 30D | +4.4% | +31.5% | -27.1% | +5.5% |
| 3M | +15.4% | +17.3% | -2.0% | +16.1% |
| 6M | +3.5% | +48.5% | -45.0% | +5.4% |
| YTD | +9.8% | +106.3% | -96.5% | +13.4% |
| 1Y | +3.0% | +47.3% | -44.3% | +4.9% |
| 3Y | +9.7% | -1.4% | +11.1% | +7.9% |
| All | +9.7% | -2.8% | +12.4% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling