-12.0%
AWK vs FRSH
-72.4%
+60.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.4% | 0.0% |
| 7D | +0.6% | -9.6% | +10.2% | +1.1% |
| 30D | +4.3% | -0.4% | +4.7% | +4.3% |
| 3M | +12.5% | +27.2% | -14.7% | +11.0% |
| 6M | +3.3% | +42.2% | -38.9% | +1.1% |
| YTD | +9.8% | -2.6% | +12.4% | +9.5% |
| 1Y | +2.9% | -10.2% | +13.1% | +3.0% |
| 3Y | +9.6% | -45.5% | +55.1% | +12.5% |
| All | -12.0% | -72.4% | +60.4% | -8.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling