+101.7%
SMR vs AWK
+31.5%
+70.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.4% | -4.7% | -2.5% |
| 7D | -8.3% | +0.1% | -8.4% | -8.2% |
| 30D | -20.1% | +14.3% | -34.3% | -13.2% |
| 3M | -52.7% | +10.3% | -63.0% | -49.6% |
| 6M | -61.0% | +18.9% | -80.0% | -56.2% |
| YTD | -67.1% | +17.7% | -84.8% | -62.6% |
| 1Y | -79.9% | +16.9% | -96.7% | -77.1% |
| 3Y | +101.7% | +32.2% | +69.6% | +101.2% |
| All | +101.7% | +31.5% | +70.2% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling