+1,043.1%
AWK vs SM
-22.9%
+1,066.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.7% |
| 7D | +2.7% | -19.5% | +22.2% | +3.3% |
| 30D | +16.7% | -20.2% | +36.9% | +17.3% |
| 3M | +11.7% | -6.5% | +18.3% | +11.8% |
| 6M | +21.9% | +1.6% | +20.3% | +21.5% |
| YTD | +17.6% | +61.2% | -43.6% | +15.5% |
| 1Y | +19.8% | +65.4% | -45.6% | +17.5% |
| 3Y | +31.0% | -13.0% | +44.0% | +30.0% |
| 5Y | -3.0% | -4.3% | +1.3% | -5.0% |
| 10Y | +156.8% | +3.0% | +153.8% | +133.2% |
| All | +1,043.1% | -22.9% | +1,066.1% | +720.6% |
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