+19.8%
AWK vs FDS
+26.7%
-6.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.7% | -2.0% | +4.7% | +2.9% |
| 30D | +16.7% | +13.5% | +3.2% | +15.6% |
| 3M | +11.7% | +15.2% | -3.4% | +10.6% |
| 6M | +21.9% | +47.0% | -25.1% | +19.0% |
| YTD | +17.6% | +13.9% | +3.7% | +16.5% |
| 1Y | +19.8% | +25.2% | -5.4% | +14.4% |
| All | +19.8% | +26.7% | -6.9% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling