+63.3%
SLV vs AWK
+3.3%
+60.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +2.8% | +0.6% | +2.2% | +3.0% |
| 30D | +2.2% | +4.3% | -2.1% | +4.2% |
| 3M | +2.9% | +12.5% | -9.6% | +9.0% |
| 6M | -22.4% | +3.3% | -25.7% | -20.5% |
| YTD | -5.7% | +9.8% | -15.5% | +1.5% |
| 1Y | +63.3% | +2.9% | +60.4% | +78.6% |
| All | +63.3% | +3.3% | +60.0% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling