+155.1%
AWK vs FTI
+183.5%
-28.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -2.6% | +5.4% | -8.0% | -2.7% |
| 30D | +14.2% | -8.2% | +22.4% | +14.3% |
| 3M | +10.0% | -13.7% | +23.7% | +10.4% |
| 6M | +17.1% | -11.2% | +28.3% | +17.3% |
| YTD | +16.1% | +46.0% | -29.9% | +14.6% |
| 1Y | +17.5% | +51.8% | -34.3% | +15.9% |
| 3Y | +29.3% | +206.7% | -177.4% | +23.4% |
| 5Y | -3.5% | +862.0% | -865.5% | -13.9% |
| All | +155.1% | +183.5% | -28.5% | +110.3% |
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