+3,829.3%
AWR vs SPY
+3,091.8%
+737.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.9% | -1.0% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +4.9% | +0.1% | +4.8% | +4.8% |
| 3M | +15.7% | +2.0% | +13.7% | +13.9% |
| 6M | +16.2% | +13.0% | +3.2% | +7.5% |
| YTD | +24.6% | +13.5% | +11.0% | +14.7% |
| 1Y | +22.5% | +20.0% | +2.5% | +8.9% |
| 3Y | +13.3% | +77.2% | -63.9% | -22.3% |
| 5Y | +5.7% | +81.9% | -76.1% | -29.8% |
| 10Y | +172.3% | +314.1% | -141.8% | +8.0% |
| All | +3,829.3% | +3,091.8% | +737.5% | +631.8% |
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