+20.0%
AWK vs FND
-10.3%
+30.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +10.9% | -8.7% | +1.1% |
| 7D | +7.0% | +12.3% | -5.3% | +5.8% |
| 30D | +17.0% | +14.7% | +2.3% | +15.3% |
| 3M | +12.4% | -12.0% | +24.4% | +12.7% |
| 6M | +19.6% | +10.8% | +8.8% | +18.6% |
| YTD | +17.0% | -12.3% | +29.3% | +16.5% |
| 1Y | +20.0% | -13.4% | +33.4% | +19.7% |
| All | +20.0% | -10.3% | +30.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling