-15.7%
AWK vs SPYG
+82.6%
-98.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -0.7% | -1.8% | +1.1% | -0.5% |
| 30D | +2.8% | -1.9% | +4.7% | +3.0% |
| 3M | +11.3% | +5.2% | +6.2% | +10.4% |
| 6M | +6.7% | +15.6% | -8.8% | +4.0% |
| YTD | +9.4% | +12.4% | -3.0% | +7.0% |
| 1Y | +3.7% | +17.5% | -13.7% | +0.4% |
| 3Y | +9.2% | +98.1% | -88.8% | -15.2% |
| 5Y | -15.7% | +84.9% | -100.6% | -36.4% |
| All | -15.7% | +82.6% | -98.3% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling