+6.3%
AWK vs FGI
-70.0%
+76.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.7% | -4.1% | +6.8% | +2.7% |
| 30D | +16.7% | -3.4% | +20.0% | +16.7% |
| 3M | +11.7% | +61.8% | -50.0% | +11.7% |
| 6M | +21.9% | +17.0% | +4.9% | +21.9% |
| YTD | +17.6% | +31.4% | -13.8% | +17.8% |
| 1Y | +19.8% | +42.7% | -22.9% | +19.9% |
| 3Y | +31.0% | -0.1% | +31.1% | +31.3% |
| All | +6.3% | -70.0% | +76.3% | +7.3% |
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