+136.1%
AWK vs FFIV
+239.4%
-103.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.5% |
| 7D | +0.6% | +3.5% | -2.9% | +0.2% |
| 30D | +4.3% | -1.3% | +5.6% | +4.4% |
| 3M | +12.5% | +2.4% | +10.2% | +11.8% |
| 6M | +3.3% | +41.8% | -38.5% | -2.3% |
| YTD | +9.8% | +58.5% | -48.8% | +1.7% |
| 1Y | +2.9% | +24.3% | -21.4% | -1.3% |
| 3Y | +9.6% | +152.0% | -142.4% | -10.3% |
| 5Y | -16.7% | +99.1% | -115.8% | -29.8% |
| 10Y | +136.1% | +242.8% | -106.7% | +76.1% |
| All | +136.1% | +239.4% | -103.3% | +76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling