+1,037.8%
AWK vs FDS
+608.6%
+429.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.3% |
| 7D | 0.0% | -2.1% | +2.2% | +0.6% |
| 30D | +15.5% | +16.0% | -0.5% | +10.6% |
| 3M | +10.0% | +18.8% | -8.8% | +4.1% |
| 6M | +20.4% | +54.1% | -33.7% | +4.2% |
| YTD | +17.1% | +17.0% | +0.1% | +8.7% |
| 1Y | +18.3% | +25.5% | -7.3% | +7.1% |
| 3Y | +30.4% | -23.3% | +53.7% | +36.2% |
| 5Y | -2.7% | -22.6% | +20.0% | +0.4% |
| 10Y | +154.7% | +130.2% | +24.5% | +83.6% |
| All | +1,037.8% | +608.6% | +429.2% | +419.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling