-73.1%
SMR vs AWK
+1.8%
-74.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.7% |
| 7D | +4.4% | +1.7% | +2.7% | +6.2% |
| 30D | +3.4% | +5.6% | -2.2% | +9.7% |
| 3M | -19.2% | +15.9% | -35.0% | -3.1% |
| 6M | -22.6% | +4.6% | -27.2% | -16.0% |
| YTD | -31.5% | +10.1% | -41.6% | -19.6% |
| 1Y | -73.1% | +2.1% | -75.2% | -71.0% |
| All | -73.1% | +1.8% | -74.9% | -71.0% |
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