+20.0%
AWK vs FN
-25.7%
+45.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +1.7% |
| 7D | +7.0% | -7.0% | +14.0% | +6.6% |
| 30D | +17.0% | -24.7% | +41.8% | +15.3% |
| 3M | +12.4% | -35.7% | +48.1% | +10.0% |
| 6M | +19.6% | -52.4% | +72.0% | +15.8% |
| YTD | +17.0% | -25.0% | +42.0% | +16.1% |
| 1Y | +20.0% | -25.7% | +45.7% | +19.6% |
| All | +20.0% | -25.7% | +45.7% | +19.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 1y: compounded portfolio wealth divided by compounded FN 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…
1y analysis · Full analysis span regression · 6 months rolling