-18.3%
AWRE vs SPY
+76.5%
-94.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -0.5% | -5.2% | -5.3% |
| 7D | -4.9% | -0.4% | -4.6% | -4.5% |
| 30D | -8.7% | -1.4% | -7.3% | -7.4% |
| 3M | -14.1% | +3.7% | -17.8% | -16.9% |
| 6M | -23.7% | +13.0% | -36.7% | -32.0% |
| YTD | -37.3% | +12.4% | -49.7% | -43.9% |
| 1Y | -58.1% | +18.5% | -76.7% | -64.3% |
| All | -18.3% | +76.5% | -94.9% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling