+947.7%
AWK vs FN
+2,575.5%
-1,627.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -14.2% | +16.1% | +2.4% |
| 7D | +7.2% | -16.0% | +23.2% | +7.8% |
| 30D | +19.0% | -40.1% | +59.1% | +21.4% |
| 3M | +14.4% | -43.9% | +58.3% | +16.6% |
| 6M | +22.6% | -55.6% | +78.2% | +25.9% |
| YTD | +19.2% | -35.7% | +54.9% | +19.0% |
| 1Y | +19.6% | -39.8% | +59.4% | +19.6% |
| 3Y | +26.1% | +80.3% | -54.2% | +12.8% |
| 5Y | +0.1% | +143.3% | -143.2% | -14.3% |
| 10Y | +163.3% | +682.3% | -519.0% | +98.9% |
| All | +947.7% | +2,575.5% | -1,627.8% | +606.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling