+6.4%
AWK vs FGI
-74.8%
+81.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -25.2% | +26.5% | +1.4% |
| 7D | +0.1% | -14.4% | +14.5% | +0.1% |
| 30D | +14.3% | -11.8% | +26.0% | +14.2% |
| 3M | +10.3% | -46.2% | +56.5% | +10.3% |
| 6M | +18.9% | +5.2% | +13.8% | +18.9% |
| YTD | +17.7% | +10.5% | +7.2% | +17.9% |
| 1Y | +16.9% | +25.5% | -8.6% | +17.0% |
| 3Y | +32.2% | -16.0% | +48.2% | +32.5% |
| All | +6.4% | -74.8% | +81.2% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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