-3.0%
AWK vs FDS
-22.8%
+19.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +2.7% | -2.0% | +4.7% | +3.1% |
| 30D | +16.7% | +13.5% | +3.2% | +13.4% |
| 3M | +11.7% | +15.2% | -3.4% | +7.9% |
| 6M | +21.9% | +47.0% | -25.1% | +10.2% |
| YTD | +17.6% | +13.9% | +3.7% | +13.7% |
| 1Y | +19.8% | +25.2% | -5.4% | +11.9% |
| 3Y | +31.0% | -25.3% | +56.3% | +44.9% |
| 5Y | -3.0% | -23.3% | +20.3% | +2.6% |
| All | -3.0% | -22.8% | +19.8% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling