-85.9%
AWRE vs SPY
+1,807.9%
-1,893.8%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.8% |
| 7D | -2.1% | +3.3% | -5.4% | -4.2% |
| 30D | -2.1% | -2.7% | +0.6% | -0.2% |
| 3M | -21.0% | -1.7% | -19.3% | -20.0% |
| 6M | -25.4% | +3.1% | -28.5% | -26.8% |
| YTD | -49.2% | +11.9% | -61.1% | -53.0% |
| 1Y | -61.3% | +12.0% | -73.3% | -64.2% |
| 3Y | -39.0% | +78.2% | -117.1% | -58.6% |
| 5Y | -71.1% | +73.2% | -144.3% | -80.1% |
| 10Y | -82.6% | +309.6% | -392.2% | -93.7% |
| All | -85.9% | +1,807.9% | -1,893.8% | -98.5% |
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