+122.9%
SPMO vs AWK
+31.5%
+91.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.2% |
| 7D | +6.3% | +0.1% | +6.2% | +6.4% |
| 30D | -8.9% | +14.3% | -23.1% | -5.5% |
| 3M | -13.2% | +10.3% | -23.5% | -10.7% |
| 6M | -9.3% | +18.9% | -28.2% | -4.8% |
| YTD | +11.6% | +17.7% | -6.2% | +17.1% |
| 1Y | +13.4% | +16.9% | -3.5% | +18.9% |
| 3Y | +122.9% | +32.2% | +90.7% | +133.9% |
| All | +122.9% | +31.5% | +91.4% | +133.9% |
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