+9.2%
AWK vs SPXU
-79.8%
+89.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.6% |
| 30D | +4.3% | +5.1% | -0.8% | +4.2% |
| 3M | +12.5% | -9.1% | +21.7% | +12.8% |
| 6M | +3.3% | -29.6% | +32.9% | +3.8% |
| YTD | +9.8% | -27.7% | +37.4% | +10.3% |
| 1Y | +2.9% | -37.0% | +39.9% | +3.2% |
| All | +9.2% | -79.8% | +89.0% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 3y: compounded portfolio wealth divided by compounded SPXU 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…
3y analysis · Full analysis span regression · 6 months rolling