+29.2%
AWK vs SM
-14.2%
+43.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.8% |
| 7D | +1.2% | -22.3% | +23.5% | +0.2% |
| 30D | +15.8% | -21.4% | +37.1% | +14.7% |
| 3M | +11.0% | +1.4% | +9.7% | +11.2% |
| 6M | +21.0% | +0.1% | +20.9% | +21.3% |
| YTD | +16.7% | +59.0% | -42.2% | +19.8% |
| 1Y | +17.2% | +64.3% | -47.2% | +20.6% |
| 3Y | +29.2% | -13.1% | +42.3% | +23.8% |
| All | +29.2% | -14.2% | +43.4% | +23.8% |
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