+969.7%
AWK vs SM
-4.9%
+974.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +5.6% | +26.3% | -20.7% | +4.8% |
| 3M | +15.9% | +8.7% | +7.2% | +15.4% |
| 6M | +4.6% | +51.7% | -47.1% | +3.1% |
| YTD | +10.1% | +99.0% | -89.0% | +7.5% |
| 1Y | +2.1% | +34.6% | -32.5% | +0.8% |
| 3Y | +9.8% | -7.8% | +17.6% | +9.0% |
| 5Y | -15.4% | +104.8% | -120.1% | -19.1% |
| 10Y | +129.4% | +7.2% | +122.2% | +109.8% |
| All | +969.7% | -4.9% | +974.6% | +664.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling