+969.7%
AWK vs FFIV
+1,733.2%
-763.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | +5.6% | -5.1% | +10.6% | +6.1% |
| 3M | +15.9% | -4.5% | +20.3% | +16.1% |
| 6M | +4.6% | +36.5% | -31.9% | +0.2% |
| YTD | +10.1% | +53.0% | -42.9% | +3.6% |
| 1Y | +2.1% | +24.2% | -22.1% | -1.6% |
| 3Y | +9.8% | +137.2% | -127.4% | -4.3% |
| 5Y | -15.4% | +91.8% | -107.1% | -24.8% |
| 10Y | +129.4% | +215.2% | -85.8% | +87.8% |
| All | +969.7% | +1,733.2% | -763.5% | +513.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling