+1.5%
SMR vs AWK
+2.2%
-0.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.6% |
| 7D | +4.7% | -0.7% | +5.5% | +4.6% |
| 30D | +3.2% | +2.8% | +0.5% | +3.7% |
| 3M | +9.9% | +11.3% | -1.4% | +11.6% |
| 6M | -15.1% | +6.7% | -21.9% | -14.0% |
| YTD | -27.9% | +9.4% | -37.3% | -26.7% |
| 1Y | -70.2% | +3.7% | -74.0% | -69.7% |
| 3Y | +72.5% | +9.2% | +63.2% | +63.0% |
| All | +1.5% | +2.2% | -0.7% | -3.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling