+40.8%
AWP vs SPY
+633.8%
-593.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -3.5% | +0.1% | -3.6% | -3.6% |
| 3M | +3.7% | +2.0% | +1.7% | +1.2% |
| 6M | -1.1% | +13.0% | -14.1% | -13.3% |
| YTD | +7.9% | +13.5% | -5.7% | -6.0% |
| 1Y | +8.7% | +20.0% | -11.3% | -10.9% |
| 3Y | +40.7% | +77.2% | -36.4% | -24.7% |
| 5Y | -1.4% | +81.9% | -83.3% | -49.2% |
| 10Y | +84.5% | +314.1% | -229.5% | -63.4% |
| All | +40.8% | +633.8% | -593.0% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling