+1,034.4%
AWK vs SM
-24.0%
+1,058.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.6% |
| 7D | +1.2% | -22.3% | +23.5% | +1.9% |
| 30D | +15.8% | -21.4% | +37.1% | +16.5% |
| 3M | +11.0% | +1.4% | +9.7% | +10.8% |
| 6M | +21.0% | +0.1% | +20.9% | +20.6% |
| YTD | +16.7% | +59.0% | -42.2% | +14.6% |
| 1Y | +17.2% | +64.3% | -47.2% | +14.9% |
| 3Y | +29.2% | -13.1% | +42.3% | +28.2% |
| 5Y | -2.3% | -13.9% | +11.6% | -4.0% |
| 10Y | +150.5% | +1.7% | +148.9% | +127.6% |
| All | +1,034.4% | -24.0% | +1,058.5% | +714.7% |
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