+967.2%
AWK vs SPYG
+983.3%
-16.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | +2.2% | +1.2% | +1.0% | +1.7% |
| 30D | +4.4% | -1.6% | +6.0% | +5.1% |
| 3M | +15.4% | +3.4% | +12.0% | +13.2% |
| 6M | +3.5% | +18.9% | -15.4% | -5.0% |
| YTD | +9.8% | +13.8% | -4.0% | +2.5% |
| 1Y | +3.0% | +20.6% | -17.6% | -6.8% |
| 3Y | +9.7% | +100.5% | -90.9% | -26.0% |
| 5Y | -17.2% | +84.6% | -101.8% | -42.7% |
| 10Y | +126.1% | +410.8% | -284.7% | -10.5% |
| All | +967.2% | +983.3% | -16.1% | +164.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling