-0.3%
SPOT vs AWK
+20.7%
-21.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.1% |
| 7D | +16.6% | +7.0% | +9.5% | +14.9% |
| 30D | +29.9% | +17.0% | +12.9% | +27.0% |
| 3M | +31.3% | +12.4% | +18.9% | +28.9% |
| 6M | +43.2% | +19.6% | +23.6% | +41.7% |
| YTD | +8.1% | +17.0% | -9.0% | +6.0% |
| 1Y | -0.3% | +20.0% | -20.3% | -2.2% |
| All | -0.3% | +20.7% | -21.0% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 1y: compounded portfolio wealth divided by compounded AWK 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…
1y analysis · Full analysis span regression · 6 months rolling