+307.8%
SPY vs AWK
+157.1%
+150.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.8% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -2.0% | +14.3% | -16.2% | -5.9% |
| 3M | -2.8% | +10.3% | -13.1% | -5.8% |
| 6M | +2.1% | +18.9% | -16.8% | -3.6% |
| YTD | +11.5% | +17.7% | -6.2% | +5.0% |
| 1Y | +13.5% | +16.9% | -3.4% | +7.0% |
| 3Y | +77.7% | +32.2% | +45.5% | +54.8% |
| 5Y | +72.6% | -2.2% | +74.8% | +68.2% |
| All | +307.8% | +157.1% | +150.8% | +199.5% |
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