-69.6%
AWRE vs SPY
+79.8%
-149.3%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.6% | +5.8% | +5.6% |
| 7D | -4.7% | -2.0% | -2.7% | -3.2% |
| 30D | -0.8% | -1.7% | +0.8% | +0.5% |
| 3M | -14.7% | +4.7% | -19.4% | -17.6% |
| 6M | -19.2% | +12.5% | -31.7% | -26.4% |
| YTD | -34.1% | +11.7% | -45.8% | -39.6% |
| 1Y | -55.3% | +17.5% | -72.8% | -60.5% |
| 3Y | -17.0% | +76.6% | -93.6% | -46.2% |
| 5Y | -69.6% | +82.0% | -151.6% | -81.2% |
| All | -69.6% | +79.8% | -149.3% | -81.2% |
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 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