+32.2%
AWK vs FLR
+35.7%
-3.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.3% |
| 7D | +0.1% | +5.4% | -5.2% | +0.7% |
| 30D | +14.3% | +2.8% | +11.4% | +14.8% |
| 3M | +10.3% | -6.4% | +16.7% | +10.0% |
| 6M | +18.9% | +8.8% | +10.2% | +20.9% |
| YTD | +17.7% | +23.6% | -5.9% | +21.8% |
| 1Y | +16.9% | +13.8% | +3.1% | +20.0% |
| 3Y | +32.2% | +36.5% | -4.3% | +25.0% |
| All | +32.2% | +35.7% | -3.5% | +25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling