+9.7%
AWK vs FND
-49.6%
+59.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.6% | +4.4% | +0.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +4.4% | -23.6% | +28.0% | +6.7% |
| 3M | +15.4% | +4.3% | +11.0% | +14.9% |
| 6M | +3.5% | -20.3% | +23.8% | +5.0% |
| YTD | +9.8% | -21.3% | +31.1% | +11.3% |
| 1Y | +3.0% | -45.4% | +48.4% | +7.5% |
| 3Y | +9.7% | -48.9% | +58.5% | +11.9% |
| All | +9.7% | -49.6% | +59.2% | +11.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling