+128.5%
AWK vs SPYG
+424.6%
-296.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.4% | -1.8% |
| 7D | -2.1% | -0.9% | -1.3% | -1.8% |
| 30D | +2.1% | -1.5% | +3.6% | +2.6% |
| 3M | +11.4% | +3.7% | +7.6% | +9.5% |
| 6M | +3.9% | +16.4% | -12.5% | -2.7% |
| YTD | +7.7% | +13.3% | -5.6% | +1.7% |
| 1Y | +1.3% | +17.9% | -16.6% | -6.3% |
| 3Y | +7.2% | +98.3% | -91.2% | -26.6% |
| 5Y | -17.0% | +86.4% | -103.4% | -42.4% |
| All | +128.5% | +424.6% | -296.1% | -19.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling