+463.0%
AWK vs FIVE
+822.5%
-359.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.4% |
| 7D | +4.1% | -0.3% | +4.4% | +4.1% |
| 30D | +18.0% | +17.7% | +0.3% | +16.3% |
| 3M | +12.2% | +4.0% | +8.2% | +11.7% |
| 6M | +21.2% | +2.6% | +18.6% | +20.5% |
| YTD | +17.6% | +27.6% | -10.0% | +14.3% |
| 1Y | +19.2% | +59.9% | -40.7% | +13.5% |
| 3Y | +26.7% | +35.8% | -9.0% | +20.6% |
| 5Y | -1.3% | +14.4% | -15.8% | -6.1% |
| 10Y | +159.7% | +576.1% | -416.5% | +99.9% |
| All | +463.0% | +822.5% | -359.5% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling