+136.1%
AWK vs FDS
+72.8%
+63.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +1.0% |
| 7D | +0.6% | -8.8% | +9.4% | +3.3% |
| 30D | +4.3% | -1.4% | +5.7% | +4.6% |
| 3M | +12.5% | +13.9% | -1.3% | +7.4% |
| 6M | +3.3% | +27.4% | -24.1% | -6.2% |
| YTD | +9.8% | -2.5% | +12.2% | +8.4% |
| 1Y | +2.9% | -23.8% | +26.7% | +10.4% |
| 3Y | +9.6% | -32.5% | +42.1% | +21.2% |
| 5Y | -16.7% | -23.2% | +6.5% | -13.6% |
| 10Y | +136.1% | +76.4% | +59.7% | +86.1% |
| All | +136.1% | +72.8% | +63.2% | +86.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded FDS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling