-85.6%
SMR vs AWK
+20.7%
-106.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.7% | -2.5% |
| 7D | -9.5% | +7.0% | -16.6% | -3.8% |
| 30D | -33.2% | +17.0% | -50.2% | -22.7% |
| 3M | -45.9% | +12.4% | -58.3% | -39.7% |
| 6M | -57.9% | +19.6% | -77.5% | -48.7% |
| YTD | -63.8% | +17.0% | -80.8% | -55.1% |
| 1Y | -85.6% | +20.0% | -105.6% | -82.0% |
| All | -85.6% | +20.7% | -106.3% | -82.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling