+136.1%
AWK vs SPG
+59.6%
+76.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.4% |
| 7D | +0.6% | -1.7% | +2.3% | +0.9% |
| 30D | +4.3% | -6.3% | +10.6% | +5.4% |
| 3M | +12.5% | -2.4% | +15.0% | +13.0% |
| 6M | +3.3% | +9.6% | -6.3% | +1.7% |
| YTD | +9.8% | +14.2% | -4.4% | +7.3% |
| 1Y | +2.9% | +19.3% | -16.4% | -0.1% |
| 3Y | +9.6% | +106.7% | -97.1% | -3.6% |
| 5Y | -16.7% | +104.2% | -120.9% | -27.3% |
| 10Y | +136.1% | +63.7% | +72.4% | +141.6% |
| All | +136.1% | +59.6% | +76.5% | +141.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling