+126.1%
AWK vs FIVE
+475.1%
-349.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.3% |
| 7D | +2.2% | +3.7% | -1.5% | +1.8% |
| 30D | +4.4% | +4.0% | +0.5% | +4.0% |
| 3M | +15.4% | +36.2% | -20.9% | +11.8% |
| 6M | +3.5% | +18.0% | -14.5% | +1.4% |
| YTD | +9.8% | +34.9% | -25.1% | +6.0% |
| 1Y | +3.0% | +67.9% | -64.9% | -3.0% |
| 3Y | +9.7% | +57.3% | -47.7% | +2.5% |
| 5Y | -17.2% | +39.5% | -56.7% | -23.2% |
| 10Y | +126.1% | +496.4% | -370.3% | +74.0% |
| All | +126.1% | +475.1% | -349.0% | +74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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