-16.7%
AWK vs FND
-61.3%
+44.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.1% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | +4.3% | -19.6% | +23.9% | +7.1% |
| 3M | +12.5% | -4.3% | +16.9% | +12.8% |
| 6M | +3.3% | -20.4% | +23.7% | +5.6% |
| YTD | +9.8% | -21.9% | +31.6% | +12.0% |
| 1Y | +2.9% | -45.2% | +48.1% | +10.0% |
| 3Y | +9.6% | -49.2% | +58.8% | +15.6% |
| 5Y | -16.7% | -61.8% | +45.2% | -15.4% |
| All | -16.7% | -61.3% | +44.6% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling