-3.3%
AWK vs FIVE
+16.7%
-20.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.1% | +2.7% | -2.5% | 0.0% |
| 30D | +14.3% | +12.7% | +1.6% | +13.7% |
| 3M | +10.3% | +2.1% | +8.2% | +10.1% |
| 6M | +18.9% | +17.5% | +1.5% | +18.0% |
| YTD | +17.7% | +31.0% | -13.2% | +16.1% |
| 1Y | +16.9% | +67.7% | -50.9% | +14.0% |
| 3Y | +32.2% | +43.4% | -11.2% | +35.6% |
| All | -3.3% | +16.7% | -20.0% | -1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling