+114.4%
SPMO vs AWK
-2.4%
+116.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -2.9% | -1.6% |
| 7D | +6.3% | +0.1% | +6.2% | +6.3% |
| 30D | -8.9% | +14.3% | -23.1% | -9.1% |
| 3M | -13.2% | +10.3% | -23.5% | -13.4% |
| 6M | -9.3% | +18.9% | -28.2% | -9.9% |
| YTD | +11.6% | +17.7% | -6.2% | +10.7% |
| 1Y | +13.4% | +16.9% | -3.5% | +12.6% |
| 3Y | +122.9% | +32.2% | +90.7% | +108.3% |
| All | +114.4% | -2.4% | +116.8% | +115.5% |
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 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