+4,315.9%
SMH vs AWK
+967.2%
+3,348.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +5.2% | +2.2% | +3.1% | +4.6% |
| 30D | -1.5% | +4.4% | -6.0% | -2.9% |
| 3M | -4.1% | +15.4% | -19.5% | -8.8% |
| 6M | +50.8% | +3.5% | +47.2% | +47.6% |
| YTD | +59.3% | +9.8% | +49.5% | +52.6% |
| 1Y | +94.1% | +3.0% | +91.1% | +88.9% |
| 3Y | +286.7% | +9.7% | +277.1% | +253.6% |
| 5Y | +339.4% | -17.2% | +356.6% | +346.5% |
| 10Y | +1,803.3% | +126.1% | +1,677.2% | +1,144.4% |
| All | +4,315.9% | +967.2% | +3,348.7% | +1,203.6% |
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