+173.4%
SLV vs AWK
+1,043.1%
-869.7%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.6% |
| 7D | +3.7% | +2.7% | +1.0% | +3.2% |
| 30D | -15.2% | +16.7% | -31.8% | -17.3% |
| 3M | -21.8% | +11.7% | -33.5% | -23.2% |
| 6M | -36.3% | +21.9% | -58.2% | -38.5% |
| YTD | -27.8% | +17.6% | -45.5% | -30.2% |
| 1Y | +1.5% | +19.8% | -18.3% | -2.2% |
| 3Y | +128.5% | +31.0% | +97.5% | +113.8% |
| 5Y | +103.2% | -3.0% | +106.2% | +100.1% |
| 10Y | +164.7% | +156.8% | +7.9% | +110.4% |
| All | +173.4% | +1,043.1% | -869.7% | +58.1% |
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