+566.9%
SPMO vs AWK
+201.1%
+365.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.9% |
| 7D | -0.9% | -2.1% | +1.2% | -0.4% |
| 30D | -1.9% | +2.1% | -4.0% | -2.5% |
| 3M | -1.4% | +11.4% | -12.7% | -4.5% |
| 6M | +25.5% | +3.9% | +21.6% | +23.4% |
| YTD | +24.8% | +7.7% | +17.1% | +21.2% |
| 1Y | +24.5% | +1.3% | +23.2% | +22.7% |
| 3Y | +157.1% | +7.2% | +150.0% | +142.1% |
| 5Y | +149.5% | -17.0% | +166.5% | +156.4% |
| 10Y | +518.1% | +131.6% | +386.4% | +395.2% |
| All | +566.9% | +201.1% | +365.8% | +429.0% |
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