+18.9%
AWK vs FRMI
-52.5%
+71.4%
-9.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +26.7% | -25.3% | +2.4% |
| 7D | +0.1% | +66.2% | -66.1% | +2.5% |
| 30D | +14.3% | -17.4% | +31.7% | +14.2% |
| 3M | +10.3% | -60.5% | +70.7% | +8.2% |
| 6M | +18.9% | -56.5% | +75.4% | +16.5% |
| All | +18.9% | -52.5% | +71.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 6mo: compounded portfolio wealth divided by compounded FRMI 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…
6mo analysis · Full analysis span regression · 6 months rolling