+100.3%
AWP vs SPY
+311.8%
-211.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -2.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.3% |
| 30D | +6.1% | -2.4% | +8.4% | +8.0% |
| 3M | -5.1% | -1.2% | -4.0% | -4.3% |
| 6M | -4.4% | +3.3% | -7.7% | -7.3% |
| YTD | +2.6% | +12.3% | -9.6% | -7.3% |
| 1Y | +1.9% | +12.4% | -10.6% | -8.2% |
| 3Y | +48.8% | +78.8% | -30.0% | -11.3% |
| 5Y | -3.2% | +75.2% | -78.4% | -41.4% |
| 10Y | +100.3% | +311.1% | -210.8% | -39.7% |
| All | +100.3% | +311.8% | -211.5% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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