-17.2%
AWK vs FDS
-20.4%
+3.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.1% | +0.7% |
| 7D | +2.2% | -5.4% | +7.6% | +3.4% |
| 30D | +4.4% | +1.6% | +2.9% | +4.0% |
| 3M | +15.4% | +17.7% | -2.4% | +10.6% |
| 6M | +3.5% | +29.1% | -25.5% | -3.9% |
| YTD | +9.8% | +1.0% | +8.8% | +9.3% |
| 1Y | +3.0% | -21.6% | +24.6% | +11.4% |
| 3Y | +9.7% | -30.1% | +39.8% | +21.5% |
| 5Y | -17.2% | -20.7% | +3.6% | -13.1% |
| All | -17.2% | -20.4% | +3.3% | -13.1% |
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 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