-13.7%
AWK vs FRSH
-72.5%
+58.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.1% | -6.6% | +4.5% | -1.8% |
| 30D | +2.1% | +2.1% | -0.1% | +1.9% |
| 3M | +11.4% | +29.0% | -17.6% | +9.8% |
| 6M | +3.9% | +48.6% | -44.7% | +1.5% |
| YTD | +7.7% | -2.9% | +10.6% | +7.5% |
| 1Y | +1.3% | -7.9% | +9.2% | +1.3% |
| 3Y | +7.2% | -46.5% | +53.7% | +10.2% |
| All | -13.7% | -72.5% | +58.8% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 10y: compounded portfolio wealth divided by compounded FRSH 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…
10y analysis · Full analysis span regression · 6 months rolling