-3.6%
SMR vs AWK
+2.8%
-6.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | +4.4% | +1.7% | +2.7% | +4.6% |
| 30D | +3.4% | +5.6% | -2.2% | +4.2% |
| 3M | -19.2% | +15.9% | -35.0% | -17.6% |
| 6M | -22.6% | +4.6% | -27.2% | -21.6% |
| YTD | -31.5% | +10.1% | -41.6% | -30.3% |
| 1Y | -73.1% | +2.1% | -75.2% | -72.5% |
| 3Y | +55.0% | +9.8% | +45.1% | +46.6% |
| All | -3.6% | +2.8% | -6.4% | -8.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling