+969.7%
AWK vs SMTC
+831.9%
+137.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.4% | -0.7% |
| 7D | +1.7% | +12.7% | -11.0% | +0.9% |
| 30D | +5.6% | +22.0% | -16.4% | +3.9% |
| 3M | +15.9% | -12.7% | +28.5% | +15.9% |
| 6M | +4.6% | +64.8% | -60.2% | -1.0% |
| YTD | +10.1% | +100.7% | -90.6% | +2.4% |
| 1Y | +2.1% | +146.9% | -144.8% | -7.1% |
| 3Y | +9.8% | +456.8% | -447.0% | -15.0% |
| 5Y | -15.4% | +89.2% | -104.6% | -26.8% |
| 10Y | +129.4% | +426.9% | -297.5% | +61.4% |
| All | +969.7% | +831.9% | +137.8% | +492.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling