+128.5%
AWK vs FTI
+305.3%
-176.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.0% | -2.5% | -1.6% |
| 7D | -2.1% | -4.4% | +2.2% | -2.0% |
| 30D | +2.1% | +1.5% | +0.6% | +2.0% |
| 3M | +11.4% | +8.2% | +3.2% | +11.1% |
| 6M | +3.9% | +18.8% | -14.9% | +3.4% |
| YTD | +7.7% | +71.7% | -64.0% | +6.0% |
| 1Y | +1.3% | +90.0% | -88.7% | -0.7% |
| 3Y | +7.2% | +270.5% | -263.3% | +1.8% |
| 5Y | -17.0% | +1,084.5% | -1,101.5% | -26.4% |
| All | +128.5% | +305.3% | -176.8% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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