+20.0%
AWK vs SPYG
+10.8%
+9.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.8% |
| 7D | +7.0% | -2.8% | +9.8% | +5.7% |
| 30D | +17.0% | -6.2% | +23.2% | +13.9% |
| 3M | +12.4% | -3.6% | +16.0% | +10.7% |
| 6M | +19.6% | +4.8% | +14.8% | +22.5% |
| YTD | +17.0% | +11.0% | +6.1% | +22.9% |
| 1Y | +20.0% | +11.2% | +8.8% | +26.4% |
| All | +20.0% | +10.8% | +9.2% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling