+19.8%
AWK vs FIVE
+63.0%
-43.2%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | +2.7% | +7.3% | -4.6% | +2.5% |
| 30D | +16.7% | +18.1% | -1.4% | +16.3% |
| 3M | +11.7% | +7.7% | +4.0% | +11.6% |
| 6M | +21.9% | +13.6% | +8.3% | +21.7% |
| YTD | +17.6% | +34.6% | -17.0% | +17.7% |
| 1Y | +19.8% | +66.2% | -46.5% | +21.4% |
| All | +19.8% | +63.0% | -43.2% | +21.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling