+167.8%
SLV vs AWK
-15.0%
+182.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.5% | -0.7% |
| 7D | +2.5% | +2.2% | +0.3% | +2.3% |
| 30D | +3.3% | +4.4% | -1.2% | +2.8% |
| 3M | -3.6% | +15.4% | -19.0% | -5.1% |
| 6M | -21.8% | +3.5% | -25.3% | -22.1% |
| YTD | -7.8% | +9.8% | -17.6% | -9.1% |
| 1Y | +58.3% | +3.0% | +55.3% | +58.0% |
| 3Y | +182.6% | +9.7% | +172.9% | +174.0% |
| 5Y | +167.8% | -17.2% | +185.0% | +166.5% |
| All | +167.8% | -15.0% | +182.8% | +166.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling