+4.4%
AWR vs SPY
+81.8%
-77.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.3% |
| 7D | -0.6% | +0.5% | -1.1% | -0.7% |
| 30D | +2.1% | -0.9% | +3.0% | +2.4% |
| 3M | +16.0% | +3.9% | +12.2% | +14.6% |
| 6M | +19.3% | +14.5% | +4.8% | +14.2% |
| YTD | +24.8% | +12.9% | +11.9% | +19.9% |
| 1Y | +23.9% | +19.4% | +4.6% | +16.6% |
| 3Y | +15.7% | +78.5% | -62.7% | -10.2% |
| 5Y | +4.4% | +81.8% | -77.4% | -22.7% |
| All | +4.4% | +81.8% | -77.4% | -22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling