+693.3%
SPYM vs AWK
+969.7%
-276.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.3% |
| 7D | +0.1% | +1.7% | -1.6% | -0.4% |
| 30D | +0.1% | +5.6% | -5.5% | -1.7% |
| 3M | +2.0% | +15.9% | -13.8% | -2.9% |
| 6M | +13.1% | +4.6% | +8.5% | +10.8% |
| YTD | +13.6% | +10.1% | +3.6% | +9.2% |
| 1Y | +20.1% | +2.1% | +18.0% | +17.9% |
| 3Y | +77.6% | +9.8% | +67.7% | +66.0% |
| 5Y | +82.5% | -15.4% | +97.9% | +85.7% |
| 10Y | +317.6% | +129.4% | +188.2% | +196.9% |
| All | +693.3% | +969.7% | -276.3% | +221.1% |
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