-58.2%
AWX vs SPY
+1,026.0%
-1,084.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -2.2% | +0.1% | -2.4% | -2.3% |
| 30D | +2.4% | +0.1% | +2.3% | +2.3% |
| 3M | +2.8% | +2.0% | +0.8% | +2.0% |
| 6M | +2.0% | +13.0% | -11.1% | -2.3% |
| YTD | -3.0% | +13.5% | -16.5% | -7.2% |
| 1Y | +5.2% | +20.0% | -14.7% | -1.3% |
| 3Y | +19.7% | +77.2% | -57.5% | -2.9% |
| 5Y | -35.7% | +81.9% | -117.6% | -48.8% |
| 10Y | -11.8% | +314.1% | -325.9% | -46.2% |
| All | -58.2% | +1,026.0% | -1,084.2% | -80.5% |
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