+7.5%
SMR vs AWK
+2.6%
+4.9%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +13.1% | +0.6% | +12.5% | +13.2% |
| 30D | +17.8% | +4.3% | +13.5% | +18.5% |
| 3M | +8.1% | +12.5% | -4.4% | +9.9% |
| 6M | -11.1% | +3.3% | -14.4% | -9.9% |
| YTD | -23.7% | +9.8% | -33.5% | -22.4% |
| 1Y | -69.4% | +2.9% | -72.3% | -68.8% |
| 3Y | +82.6% | +9.6% | +73.0% | +72.6% |
| All | +7.5% | +2.6% | +4.9% | +2.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling