+176.5%
AWR vs SPY
+304.1%
-127.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | 0.0% |
| 7D | +3.5% | -0.6% | +4.1% | +3.7% |
| 30D | +9.3% | -3.7% | +13.0% | +11.3% |
| 3M | +4.5% | -2.7% | +7.2% | +5.8% |
| 6M | +18.0% | +2.2% | +15.8% | +15.9% |
| YTD | +26.5% | +10.8% | +15.7% | +18.3% |
| 1Y | +23.1% | +11.2% | +11.8% | +14.8% |
| 3Y | +24.8% | +76.5% | -51.7% | -15.1% |
| 5Y | +7.0% | +72.9% | -65.9% | -27.3% |
| 10Y | +176.5% | +304.8% | -128.3% | -2.1% |
| All | +176.5% | +304.1% | -127.6% | -2.1% |
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