+31.0%
AWK vs FGI
-3.4%
+34.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.1% |
| 6M | +21.9% | +17.0% | +4.9% | +22.2% |
| YTD | +17.6% | +31.4% | -13.8% | +18.5% |
| 1Y | +19.8% | +42.7% | -22.9% | +20.7% |
| 3Y | +31.0% | -0.1% | +31.1% | +36.2% |
| All | +31.0% | -3.4% | +34.3% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling