+458.9%
AWK vs FIVE
+874.1%
-415.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.6% | -6.3% | -1.2% |
| 7D | +1.2% | +6.2% | -5.0% | +0.6% |
| 30D | +15.8% | +18.2% | -2.4% | +14.0% |
| 3M | +11.0% | +3.8% | +7.2% | +10.5% |
| 6M | +21.0% | +13.7% | +7.3% | +19.2% |
| YTD | +16.7% | +34.7% | -18.0% | +12.9% |
| 1Y | +17.2% | +66.6% | -49.5% | +11.1% |
| 3Y | +29.2% | +44.3% | -15.1% | +22.3% |
| 5Y | -2.3% | +18.8% | -21.1% | -7.3% |
| 10Y | +150.5% | +569.2% | -418.7% | +92.7% |
| All | +458.9% | +874.1% | -415.2% | +292.6% |
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