-80.9%
AWRE vs SPY
+1,836.1%
-1,917.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.8% | +0.1% | +0.7% | +0.7% |
| 30D | -0.8% | +0.1% | -0.8% | -0.8% |
| 3M | -11.8% | +2.0% | -13.8% | -12.9% |
| 6M | -24.4% | +13.0% | -37.4% | -30.5% |
| YTD | -31.4% | +13.5% | -44.9% | -37.1% |
| 1Y | -42.8% | +20.0% | -62.8% | -49.4% |
| 3Y | -13.0% | +77.2% | -90.2% | -40.6% |
| 5Y | -68.8% | +81.9% | -150.7% | -79.3% |
| 10Y | -75.5% | +314.1% | -389.5% | -91.2% |
| All | -80.9% | +1,836.1% | -1,917.0% | -98.0% |
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 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