+155.1%
AWK vs FN
+763.2%
-608.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -0.8% |
| 7D | -2.6% | +20.8% | -23.4% | -2.8% |
| 30D | +14.2% | -17.3% | +31.5% | +14.5% |
| 3M | +10.0% | -38.1% | +48.2% | +10.8% |
| 6M | +17.1% | -44.2% | +61.3% | +18.0% |
| YTD | +16.1% | -22.3% | +38.4% | +15.2% |
| 1Y | +17.5% | -20.9% | +38.5% | +16.4% |
| 3Y | +29.3% | +111.1% | -81.7% | +16.9% |
| 5Y | -3.5% | +191.8% | -195.3% | -17.3% |
| All | +155.1% | +763.2% | -608.1% | +101.0% |
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