+81.8%
SPY vs AWK
-15.0%
+96.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +0.5% | +2.2% | -1.6% | +0.2% |
| 30D | -0.9% | +4.4% | -5.4% | -1.7% |
| 3M | +3.9% | +15.4% | -11.5% | +1.1% |
| 6M | +14.5% | +3.5% | +11.0% | +13.6% |
| YTD | +12.9% | +9.8% | +3.1% | +10.5% |
| 1Y | +19.4% | +3.0% | +16.4% | +18.3% |
| 3Y | +78.5% | +9.7% | +68.8% | +70.4% |
| 5Y | +81.8% | -17.2% | +98.9% | +81.9% |
| All | +81.8% | -15.0% | +96.8% | +81.9% |
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