-15.4%
AWK vs SPXU
-85.8%
+70.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | +0.1% |
| 7D | +0.6% | +1.3% | -0.7% | +0.7% |
| 30D | +4.3% | +5.1% | -0.8% | +4.9% |
| 3M | +12.5% | -9.1% | +21.7% | +11.5% |
| 6M | +3.3% | -29.6% | +32.9% | -0.4% |
| YTD | +9.8% | -27.7% | +37.4% | +6.2% |
| 1Y | +2.9% | -37.0% | +39.9% | -2.2% |
| 3Y | +9.6% | -80.2% | +89.8% | -13.0% |
| All | -15.4% | -85.8% | +70.4% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling