-15.4%
AWK vs FLR
+238.5%
-253.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | -0.1% |
| 7D | +0.6% | -3.1% | +3.7% | +0.6% |
| 30D | +4.3% | +4.9% | -0.6% | +4.4% |
| 3M | +12.5% | +10.8% | +1.7% | +12.7% |
| 6M | +3.3% | +19.7% | -16.4% | +3.5% |
| YTD | +9.8% | +38.4% | -28.6% | +9.9% |
| 1Y | +2.9% | +34.7% | -31.8% | +3.0% |
| 3Y | +9.6% | +56.7% | -47.0% | +4.6% |
| All | -15.4% | +238.5% | -253.9% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling