+150.5%
AWK vs FN
+837.6%
-687.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +11.9% | -12.6% | -0.8% |
| 7D | +1.2% | +16.3% | -15.1% | +1.0% |
| 30D | +15.8% | -24.7% | +40.5% | +16.3% |
| 3M | +11.0% | -34.9% | +45.9% | +11.7% |
| 6M | +21.0% | -41.1% | +62.1% | +21.8% |
| YTD | +16.7% | -19.6% | +36.3% | +15.8% |
| 1Y | +17.2% | -18.5% | +35.7% | +16.0% |
| 3Y | +29.2% | +119.1% | -89.9% | +16.7% |
| 5Y | -2.3% | +206.9% | -209.2% | -16.4% |
| 10Y | +150.5% | +826.4% | -675.9% | +95.0% |
| All | +150.5% | +837.6% | -687.0% | +95.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling