+257.9%
SPOT vs AWK
+31.5%
+226.4%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.4% |
| 7D | +1.6% | +0.1% | +1.5% | +1.6% |
| 30D | +16.9% | +14.3% | +2.7% | +18.2% |
| 3M | +23.0% | +10.3% | +12.7% | +23.7% |
| 6M | +42.2% | +18.9% | +23.2% | +45.1% |
| YTD | +5.5% | +17.7% | -12.2% | +7.7% |
| 1Y | -5.1% | +16.9% | -21.9% | -3.2% |
| 3Y | +257.9% | +32.2% | +225.7% | +282.7% |
| All | +257.9% | +31.5% | +226.4% | +282.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling