-0.9%
AWK vs FN
+170.4%
-171.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +11.7% | -13.1% | -1.1% |
| 7D | +4.1% | 0.0% | +4.1% | +4.2% |
| 30D | +18.0% | -34.3% | +52.3% | +17.2% |
| 3M | +12.2% | -39.9% | +52.1% | +11.4% |
| 6M | +21.2% | -51.8% | +73.1% | +20.3% |
| YTD | +17.6% | -28.1% | +45.7% | +16.7% |
| 1Y | +19.2% | -29.1% | +48.3% | +18.4% |
| 3Y | +26.7% | +102.4% | -75.7% | +16.1% |
| All | -0.9% | +170.4% | -171.3% | -17.9% |
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