+2.1%
AWK vs SPYG
+22.6%
-20.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.2% |
| 7D | +1.7% | +0.4% | +1.4% | +1.9% |
| 30D | +5.6% | -0.4% | +6.0% | +5.4% |
| 3M | +15.9% | +0.5% | +15.3% | +16.6% |
| 6M | +4.6% | +17.5% | -12.9% | +12.6% |
| YTD | +10.1% | +14.3% | -4.3% | +17.3% |
| 1Y | +2.1% | +21.7% | -19.6% | +13.6% |
| All | +2.1% | +22.6% | -20.5% | +13.6% |
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