-3.3%
AWK vs FN
+169.4%
-172.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -7.3% | +8.7% | +1.1% |
| 7D | +0.1% | +0.3% | -0.1% | +0.2% |
| 30D | +14.3% | -16.5% | +30.8% | +14.0% |
| 3M | +10.3% | -42.1% | +52.4% | +9.5% |
| 6M | +18.9% | -52.9% | +71.8% | +18.1% |
| YTD | +17.7% | -28.0% | +45.7% | +17.0% |
| 1Y | +16.9% | -18.5% | +35.4% | +16.0% |
| 3Y | +32.2% | +93.9% | -61.7% | +21.8% |
| All | -3.3% | +169.4% | -172.7% | -19.7% |
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 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