+44.6%
SMCI vs AWK
+7.8%
+36.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -1.5% | +8.8% | +6.3% |
| 7D | +1.3% | -2.1% | +3.4% | -0.1% |
| 30D | +6.6% | +2.1% | +4.6% | +8.4% |
| 3M | +25.4% | +11.4% | +14.1% | +35.7% |
| 6M | +26.1% | +3.9% | +22.2% | +32.7% |
| YTD | +37.0% | +7.7% | +29.3% | +47.9% |
| 1Y | -8.8% | +1.3% | -10.1% | -3.8% |
| 3Y | +44.6% | +7.2% | +37.4% | +57.1% |
| All | +44.6% | +7.8% | +36.8% | +57.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling