+1,024.1%
AWK vs SPXU
-100.0%
+1,124.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | +0.1% |
| 7D | +2.2% | -1.5% | +3.6% | +1.9% |
| 30D | +4.4% | +3.7% | +0.7% | +5.2% |
| 3M | +15.4% | -9.6% | +24.9% | +13.5% |
| 6M | +3.5% | -32.4% | +35.9% | -3.2% |
| YTD | +9.8% | -28.7% | +38.5% | +3.7% |
| 1Y | +3.0% | -38.2% | +41.2% | -5.2% |
| 3Y | +9.7% | -80.4% | +90.1% | -16.9% |
| 5Y | -17.2% | -86.0% | +68.9% | -36.3% |
| 10Y | +126.1% | -99.5% | +225.6% | +6.2% |
| All | +1,024.1% | -100.0% | +1,124.1% | +196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling