+282.9%
SMH vs AWK
+7.8%
+275.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +0.8% |
| 7D | +0.3% | -2.1% | +2.4% | -0.6% |
| 30D | -2.8% | +2.1% | -4.8% | -1.8% |
| 3M | -6.7% | +11.4% | -18.1% | -2.1% |
| 6M | +41.8% | +3.9% | +37.9% | +45.9% |
| YTD | +57.9% | +7.7% | +50.2% | +64.8% |
| 1Y | +87.6% | +1.3% | +86.3% | +92.8% |
| 3Y | +282.9% | +7.2% | +275.8% | +307.3% |
| All | +282.9% | +7.8% | +275.2% | +307.3% |
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