+36.2%
AWX vs SPY
+78.4%
-42.1%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.2% |
| 7D | +10.6% | -0.6% | +11.2% | +10.7% |
| 30D | +14.2% | -3.7% | +17.8% | +14.4% |
| 3M | +0.7% | -2.7% | +3.5% | +0.8% |
| 6M | +10.6% | +2.2% | +8.4% | +10.5% |
| YTD | +4.8% | +10.8% | -6.0% | +4.5% |
| 1Y | +4.8% | +11.2% | -6.4% | +4.5% |
| 3Y | +36.2% | +76.5% | -40.3% | +39.3% |
| All | +36.2% | +78.4% | -42.1% | +39.3% |
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