+30.4%
AWK vs FIVE
+40.2%
-9.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.8% |
| 7D | -2.6% | +2.4% | -5.0% | -2.5% |
| 30D | +14.2% | +15.8% | -1.7% | +14.7% |
| 3M | +10.0% | +3.8% | +6.3% | +10.2% |
| 6M | +17.1% | +18.5% | -1.5% | +18.0% |
| YTD | +16.1% | +31.2% | -15.1% | +17.7% |
| 1Y | +17.5% | +61.8% | -44.3% | +20.2% |
| All | +30.4% | +40.2% | -9.8% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling