+867.1%
AWK vs FN
+3,620.5%
-2,753.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.3% | -0.3% |
| 7D | +1.7% | -1.7% | +3.4% | +1.8% |
| 30D | +5.6% | -22.0% | +27.6% | +6.6% |
| 3M | +15.9% | -43.0% | +58.9% | +18.4% |
| 6M | +4.6% | -27.7% | +32.3% | +5.0% |
| YTD | +10.1% | -10.5% | +20.6% | +8.8% |
| 1Y | +2.1% | +12.5% | -10.4% | -0.9% |
| 3Y | +9.8% | +153.8% | -144.0% | -2.9% |
| 5Y | -15.4% | +288.0% | -303.4% | -29.2% |
| 10Y | +129.4% | +906.4% | -777.0% | +72.5% |
| All | +867.1% | +3,620.5% | -2,753.4% | +545.5% |
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