+158.6%
AWK vs FLR
+7.4%
+151.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +0.1% | +5.4% | -5.2% | +0.2% |
| 30D | +14.3% | +2.8% | +11.4% | +14.3% |
| 3M | +10.3% | -6.4% | +16.7% | +10.3% |
| 6M | +18.9% | +8.8% | +10.2% | +19.1% |
| YTD | +17.7% | +23.6% | -5.9% | +18.0% |
| 1Y | +16.9% | +13.8% | +3.1% | +17.1% |
| 3Y | +32.2% | +36.5% | -4.3% | +32.0% |
| 5Y | -2.2% | +119.3% | -121.5% | -2.3% |
| All | +158.6% | +7.4% | +151.2% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 10y: compounded portfolio wealth divided by compounded FLR 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…
10y analysis · Full analysis span regression · 6 months rolling