+173.1%
AWR vs SPY
+322.5%
-149.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -2.3% | -0.8% | -1.5% | -1.9% |
| 30D | -1.1% | -1.1% | 0.0% | -0.5% |
| 3M | +13.2% | +3.9% | +9.3% | +10.6% |
| 6M | +20.1% | +13.6% | +6.5% | +11.2% |
| YTD | +21.7% | +12.7% | +9.0% | +13.1% |
| 1Y | +20.9% | +17.5% | +3.3% | +9.3% |
| 3Y | +12.7% | +76.9% | -64.2% | -23.3% |
| 5Y | +6.5% | +83.6% | -77.1% | -30.6% |
| All | +173.1% | +322.5% | -149.3% | -8.9% |
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