+252.8%
SPOT vs AWK
+100.8%
+152.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.5% | +2.3% | +1.0% |
| 7D | -3.1% | -2.1% | -0.9% | -2.7% |
| 30D | +7.4% | +2.1% | +5.3% | +7.1% |
| 3M | +8.2% | +11.4% | -3.2% | +6.4% |
| 6M | +2.2% | +3.9% | -1.7% | +1.5% |
| YTD | -9.5% | +7.7% | -17.2% | -10.7% |
| 1Y | -23.8% | +1.3% | -25.1% | -24.3% |
| 3Y | +233.5% | +7.2% | +226.3% | +222.8% |
| 5Y | +112.2% | -17.0% | +129.2% | +112.9% |
| All | +252.8% | +100.8% | +152.0% | +255.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling