+681.3%
SPY vs AWK
+969.7%
-288.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | +0.1% | +1.7% | -1.6% | -0.5% |
| 30D | +0.1% | +5.6% | -5.5% | -2.0% |
| 3M | +2.0% | +15.9% | -13.9% | -3.9% |
| 6M | +13.0% | +4.6% | +8.4% | +10.3% |
| YTD | +13.5% | +10.1% | +3.5% | +8.3% |
| 1Y | +20.0% | +2.1% | +17.9% | +17.3% |
| 3Y | +77.2% | +9.8% | +67.3% | +63.3% |
| 5Y | +81.9% | -15.4% | +97.2% | +85.4% |
| 10Y | +314.1% | +129.4% | +184.7% | +160.4% |
| All | +681.3% | +969.7% | -288.4% | +105.9% |
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