-2.5%
AWP vs SPY
+71.5%
-73.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +0.4% |
| 7D | +3.8% | +0.1% | +3.8% | +3.8% |
| 30D | +7.9% | -3.3% | +11.2% | +10.6% |
| 3M | -6.1% | -2.4% | -3.7% | -4.4% |
| 6M | -3.6% | +2.6% | -6.2% | -5.9% |
| YTD | +4.1% | +11.2% | -7.2% | -4.8% |
| 1Y | +5.2% | +13.4% | -8.2% | -5.4% |
| 3Y | +52.2% | +79.9% | -27.7% | -9.4% |
| 5Y | -2.5% | +72.2% | -74.7% | -39.6% |
| All | -2.5% | +71.5% | -73.9% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling