+251.9%
SLV vs AWK
+969.7%
-717.8%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.3% | +1.7% | -2.1% | -0.6% |
| 30D | +6.7% | +5.6% | +1.1% | +5.7% |
| 3M | -10.7% | +15.9% | -26.5% | -13.0% |
| 6M | -20.6% | +4.6% | -25.2% | -21.5% |
| YTD | -7.1% | +10.1% | -17.2% | -9.2% |
| 1Y | +62.0% | +2.1% | +59.9% | +60.4% |
| 3Y | +169.8% | +9.8% | +160.0% | +160.7% |
| 5Y | +161.5% | -15.4% | +176.8% | +163.6% |
| 10Y | +224.4% | +129.4% | +95.0% | +163.4% |
| All | +251.9% | +969.7% | -717.8% | +105.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling