+136.1%
AWK vs SPY
+312.5%
-176.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.2% |
| 7D | +0.6% | -0.4% | +1.0% | +0.8% |
| 30D | +4.3% | -1.4% | +5.7% | +5.0% |
| 3M | +12.5% | +3.7% | +8.8% | +10.1% |
| 6M | +3.3% | +13.0% | -9.7% | -3.8% |
| YTD | +9.8% | +12.4% | -2.6% | +2.3% |
| 1Y | +2.9% | +18.5% | -15.6% | -7.2% |
| 3Y | +9.6% | +77.6% | -68.0% | -25.9% |
| 5Y | -16.7% | +81.7% | -98.3% | -45.3% |
| 10Y | +136.1% | +319.7% | -183.6% | -15.8% |
| All | +136.1% | +312.5% | -176.4% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling