+136.2%
AWK vs FDS
+78.9%
+57.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +1.1% |
| 7D | +2.2% | -5.4% | +7.6% | +3.8% |
| 30D | +4.4% | +1.6% | +2.9% | +3.8% |
| 3M | +15.4% | +17.7% | -2.4% | +9.0% |
| 6M | +3.5% | +29.1% | -25.5% | -6.3% |
| YTD | +9.8% | +1.0% | +8.8% | +7.3% |
| 1Y | +3.0% | -21.6% | +24.6% | +9.7% |
| 3Y | +9.7% | -30.1% | +39.8% | +20.1% |
| 5Y | -17.2% | -20.7% | +3.6% | -14.8% |
| All | +136.2% | +78.9% | +57.2% | +84.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling