+17.5%
AWK vs FN
-21.9%
+39.4%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.3% | -1.1% |
| 7D | -2.6% | +20.8% | -23.4% | -0.8% |
| 30D | +14.2% | -17.3% | +31.5% | +13.4% |
| 3M | +10.0% | -38.1% | +48.2% | +7.7% |
| 6M | +17.1% | -44.2% | +61.3% | +14.6% |
| YTD | +16.1% | -22.3% | +38.4% | +16.2% |
| 1Y | +17.5% | -20.9% | +38.5% | +18.7% |
| All | +17.5% | -21.9% | +39.4% | +18.7% |
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