+669.9%
SPY vs AWK
+1,022.0%
-352.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | +3.3% | -3.2% | +6.5% | +4.5% |
| 30D | -2.7% | +13.5% | -16.2% | -7.3% |
| 3M | -1.7% | +9.4% | -11.1% | -5.3% |
| 6M | +3.1% | +16.4% | -13.3% | -3.3% |
| YTD | +11.9% | +15.4% | -3.5% | +4.6% |
| 1Y | +12.0% | +16.8% | -4.8% | +4.0% |
| 3Y | +78.2% | +28.6% | +49.6% | +53.6% |
| 5Y | +73.2% | -4.1% | +77.3% | +67.6% |
| 10Y | +309.6% | +151.2% | +158.5% | +147.7% |
| All | +669.9% | +1,022.0% | -352.0% | +98.8% |
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