+72.9%
SPY vs AWK
-1.3%
+74.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.5% |
| 7D | -0.6% | +2.7% | -3.3% | -1.0% |
| 30D | -3.7% | +16.7% | -20.3% | -6.2% |
| 3M | -2.7% | +11.7% | -14.5% | -4.7% |
| 6M | +2.2% | +21.9% | -19.7% | -1.6% |
| YTD | +10.8% | +17.6% | -6.8% | +7.1% |
| 1Y | +11.2% | +19.8% | -8.6% | +6.9% |
| 3Y | +76.5% | +31.0% | +45.5% | +58.1% |
| 5Y | +72.9% | -3.0% | +75.9% | +69.5% |
| All | +72.9% | -1.3% | +74.2% | +69.5% |
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 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