-2.3%
AWK vs FFIV
+42.4%
-44.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | +1.2% | -2.1% | +3.3% | +1.3% |
| 30D | +15.8% | -33.8% | +49.6% | +18.9% |
| 3M | +11.0% | -20.6% | +31.6% | +12.2% |
| 6M | +21.0% | -10.2% | +31.2% | +20.4% |
| YTD | +16.7% | +24.5% | -7.8% | +11.1% |
| 1Y | +17.2% | +29.3% | -12.1% | +10.8% |
| 3Y | +29.2% | +103.8% | -74.6% | +2.5% |
| 5Y | -2.3% | +40.9% | -43.2% | -17.7% |
| All | -2.3% | +42.4% | -44.7% | -17.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling