+110.6%
SPOT vs AWK
-17.3%
+127.8%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -6.9% | -0.7% | -6.1% | -6.7% |
| 30D | +4.1% | +2.8% | +1.4% | +3.6% |
| 3M | +3.7% | +11.3% | -7.6% | +1.8% |
| 6M | -1.6% | +6.7% | -8.3% | -2.9% |
| YTD | -10.2% | +9.4% | -19.5% | -11.9% |
| 1Y | -25.9% | +3.7% | -29.6% | -26.7% |
| 3Y | +235.6% | +9.2% | +226.4% | +220.0% |
| 5Y | +110.6% | -15.7% | +126.3% | +96.9% |
| All | +110.6% | -17.3% | +127.8% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling