+156.8%
AWK vs FN
+772.0%
-615.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.8% | +5.5% | +0.8% |
| 7D | +2.7% | -4.1% | +6.8% | +2.7% |
| 30D | +16.7% | -28.3% | +45.0% | +17.2% |
| 3M | +11.7% | -33.9% | +45.6% | +12.4% |
| 6M | +21.9% | -43.9% | +65.8% | +22.8% |
| YTD | +17.6% | -23.4% | +41.1% | +16.7% |
| 1Y | +19.8% | -25.4% | +45.2% | +18.8% |
| 3Y | +31.0% | +107.9% | -76.9% | +18.4% |
| 5Y | -3.0% | +195.1% | -198.1% | -17.0% |
| 10Y | +156.8% | +794.1% | -637.3% | +99.9% |
| All | +156.8% | +772.0% | -615.2% | +99.9% |
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