+87.2%
AWP vs SPY
+312.5%
-225.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -1.4% | -0.4% | -1.0% | -1.1% |
| 30D | -3.4% | -1.4% | -2.0% | -2.3% |
| 3M | +1.1% | +3.7% | -2.6% | -2.1% |
| 6M | +1.8% | +13.0% | -11.2% | -8.3% |
| YTD | +5.9% | +12.4% | -6.5% | -4.4% |
| 1Y | +5.4% | +18.5% | -13.2% | -9.2% |
| 3Y | +43.7% | +77.6% | -34.0% | -13.5% |
| 5Y | -0.9% | +81.7% | -82.6% | -41.8% |
| 10Y | +87.2% | +319.7% | -232.5% | -41.8% |
| All | +87.2% | +312.5% | -225.3% | -41.8% |
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