+11.0%
AWK vs FIVE
+50.0%
-39.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.1% | -5.2% | 0.0% |
| 7D | +1.7% | +4.3% | -2.5% | +1.9% |
| 30D | +5.6% | +12.5% | -6.9% | +6.0% |
| 3M | +15.9% | +31.2% | -15.4% | +16.9% |
| 6M | +4.6% | +14.4% | -9.8% | +5.2% |
| YTD | +10.1% | +33.9% | -23.8% | +11.3% |
| 1Y | +2.1% | +65.1% | -63.0% | +4.2% |
| All | +11.0% | +50.0% | -39.0% | +19.4% |
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 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