+82.3%
SPYM vs AWK
-16.7%
+99.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | -1.4% | +4.3% | -5.7% | -2.1% |
| 3M | +3.7% | +12.5% | -8.8% | +1.4% |
| 6M | +13.0% | +3.3% | +9.7% | +12.2% |
| YTD | +12.5% | +9.8% | +2.7% | +10.0% |
| 1Y | +18.6% | +2.9% | +15.7% | +17.6% |
| 3Y | +78.0% | +9.6% | +68.4% | +70.1% |
| 5Y | +82.3% | -16.7% | +99.0% | +81.9% |
| All | +82.3% | -16.7% | +99.1% | +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