-70.2%
SMR vs AWK
+2.5%
-72.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.9% |
| 7D | +4.7% | -0.7% | +5.5% | +3.9% |
| 30D | +3.2% | +2.8% | +0.5% | +6.5% |
| 3M | +9.9% | +11.3% | -1.4% | +25.9% |
| 6M | -15.1% | +6.7% | -21.9% | -5.8% |
| YTD | -27.9% | +9.4% | -37.3% | -15.6% |
| 1Y | -70.2% | +3.7% | -74.0% | -67.5% |
| All | -70.2% | +2.5% | -72.7% | -67.5% |
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