+969.7%
AWK vs SPY
+679.2%
+290.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.7% |
| 30D | +5.6% | +0.1% | +5.5% | +5.5% |
| 3M | +15.9% | +2.0% | +13.9% | +14.4% |
| 6M | +4.6% | +13.0% | -8.4% | -2.4% |
| YTD | +10.1% | +13.5% | -3.5% | +2.3% |
| 1Y | +2.1% | +20.0% | -17.9% | -8.1% |
| 3Y | +9.8% | +77.2% | -67.3% | -22.3% |
| 5Y | -15.4% | +81.9% | -97.2% | -41.5% |
| 10Y | +129.4% | +314.1% | -184.7% | +0.4% |
| All | +969.7% | +679.2% | +290.5% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling