-0.5%
AWK vs FGI
-70.4%
+69.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.5% | -7.7% | -0.1% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | +5.6% | +65.4% | -59.8% | +5.6% |
| 3M | +15.9% | +23.5% | -7.6% | +15.8% |
| 6M | +4.6% | +60.5% | -56.0% | +4.8% |
| YTD | +10.1% | +30.0% | -19.9% | +10.3% |
| 1Y | +2.1% | +82.1% | -80.0% | +2.1% |
| 3Y | +9.8% | -4.4% | +14.2% | +10.2% |
| All | -0.5% | -70.4% | +69.8% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling