-2.7%
AWK vs FN
+212.0%
-214.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.9% | -6.3% | -0.3% |
| 7D | 0.0% | +8.0% | -8.0% | +0.4% |
| 30D | +15.5% | -19.1% | +34.7% | +15.4% |
| 3M | +10.0% | -29.8% | +39.8% | +9.7% |
| 6M | +20.4% | -43.2% | +63.6% | +20.0% |
| YTD | +17.1% | -18.9% | +36.0% | +16.7% |
| 1Y | +18.3% | -17.9% | +36.1% | +17.9% |
| 3Y | +30.4% | +120.1% | -89.8% | +20.4% |
| 5Y | -2.7% | +206.7% | -209.4% | -18.9% |
| All | -2.7% | +212.0% | -214.7% | -18.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling