+20.0%
AWK vs SPXS
-30.2%
+50.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.9% | +7.1% | +3.0% |
| 7D | +7.0% | +2.2% | +4.9% | +6.6% |
| 30D | +17.0% | +3.8% | +13.3% | +16.3% |
| 3M | +12.4% | +3.3% | +9.1% | +11.6% |
| 6M | +19.6% | -16.7% | +36.3% | +22.5% |
| YTD | +17.0% | -28.5% | +45.6% | +21.7% |
| 1Y | +20.0% | -30.4% | +50.5% | +25.2% |
| All | +20.0% | -30.2% | +50.2% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling