+35.9%
AWP vs SPY
+618.9%
-583.0%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | -0.2% |
| 7D | +3.8% | +0.1% | +3.8% | +3.7% |
| 30D | +7.9% | -3.3% | +11.2% | +11.5% |
| 3M | -6.1% | -2.4% | -3.7% | -3.9% |
| 6M | -3.6% | +2.6% | -6.2% | -6.7% |
| YTD | +4.1% | +11.2% | -7.2% | -7.6% |
| 1Y | +5.2% | +13.4% | -8.2% | -8.6% |
| 3Y | +52.2% | +79.9% | -27.7% | -20.1% |
| 5Y | -2.5% | +72.2% | -74.7% | -46.8% |
| 10Y | +99.2% | +307.3% | -208.2% | -59.8% |
| All | +35.9% | +618.9% | -583.0% | -88.4% |
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