+264.0%
SPOT vs AWK
+105.2%
+158.8%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.1% |
| 7D | -0.9% | +1.7% | -2.7% | -1.2% |
| 30D | +12.5% | +5.6% | +6.9% | +11.6% |
| 3M | +9.9% | +15.9% | -6.0% | +7.4% |
| 6M | +1.6% | +4.6% | -3.0% | +0.7% |
| YTD | -6.6% | +10.1% | -16.6% | -8.2% |
| 1Y | -22.9% | +2.1% | -25.0% | -23.5% |
| 3Y | +244.3% | +9.8% | +234.4% | +231.9% |
| 5Y | +117.8% | -15.4% | +133.2% | +117.9% |
| All | +264.0% | +105.2% | +158.8% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling