+164.8%
AWR vs SPY
+311.8%
-147.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.1% |
| 7D | +1.1% | -0.9% | +2.0% | +1.5% |
| 30D | +8.1% | -2.4% | +10.4% | +9.3% |
| 3M | +2.9% | -1.2% | +4.1% | +3.3% |
| 6M | +17.6% | +3.3% | +14.3% | +14.9% |
| YTD | +26.0% | +12.3% | +13.7% | +17.1% |
| 1Y | +21.2% | +12.4% | +8.8% | +12.4% |
| 3Y | +24.3% | +78.8% | -54.5% | -16.1% |
| 5Y | +7.2% | +75.2% | -67.9% | -27.7% |
| 10Y | +164.8% | +311.1% | -146.3% | -10.2% |
| All | +164.8% | +311.8% | -147.0% | -10.2% |
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 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