+969.7%
AWK vs FDS
+538.9%
+430.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.9% |
| 7D | +1.7% | -1.9% | +3.6% | +2.3% |
| 30D | +5.6% | +9.0% | -3.4% | +2.8% |
| 3M | +15.9% | +18.9% | -3.0% | +9.4% |
| 6M | +4.6% | +35.1% | -30.6% | -6.2% |
| YTD | +10.1% | +5.5% | +4.6% | +5.8% |
| 1Y | +2.1% | -16.8% | +18.9% | +5.1% |
| 3Y | +9.8% | -28.1% | +37.9% | +17.2% |
| 5Y | -15.4% | -17.4% | +2.1% | -14.4% |
| 10Y | +129.4% | +85.4% | +44.0% | +76.5% |
| All | +969.7% | +538.9% | +430.7% | +405.4% |
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 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