+32.2%
AWK vs SMTC
+698.5%
-666.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.1% | +5.4% | +1.1% |
| 7D | +0.1% | +11.0% | -10.9% | +0.8% |
| 30D | +14.3% | -28.5% | +42.8% | +13.0% |
| 3M | +10.3% | -14.2% | +24.5% | +10.3% |
| 6M | +18.9% | -18.0% | +36.9% | +19.3% |
| YTD | +17.7% | +55.5% | -37.8% | +21.0% |
| 1Y | +16.9% | +69.5% | -52.7% | +20.4% |
| 3Y | +32.2% | +699.7% | -667.5% | +21.3% |
| All | +32.2% | +698.5% | -666.4% | +21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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