-15.7%
AWK vs SPXS
-85.4%
+69.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.2% |
| 7D | -0.7% | +6.4% | -7.1% | -0.1% |
| 30D | +2.8% | +6.0% | -3.2% | +3.4% |
| 3M | +11.3% | -11.6% | +23.0% | +10.0% |
| 6M | +6.7% | -28.7% | +35.4% | +3.0% |
| YTD | +9.4% | -26.3% | +35.7% | +6.1% |
| 1Y | +3.7% | -34.9% | +38.6% | -1.0% |
| 3Y | +9.2% | -79.5% | +88.7% | -12.8% |
| 5Y | -15.7% | -85.9% | +70.2% | -34.2% |
| All | -15.7% | -85.4% | +69.7% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling