+311.1%
SPOT vs AWK
+119.5%
+191.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +16.9% | +14.3% | +2.7% | +14.4% |
| 3M | +23.0% | +10.3% | +12.7% | +21.0% |
| 6M | +42.2% | +18.9% | +23.2% | +38.3% |
| YTD | +5.5% | +17.7% | -12.2% | +2.5% |
| 1Y | -5.1% | +16.9% | -21.9% | -7.7% |
| 3Y | +257.9% | +32.2% | +225.7% | +231.2% |
| 5Y | +118.4% | -2.2% | +120.5% | +114.0% |
| All | +311.1% | +119.5% | +191.7% | +308.6% |
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