+15.3%
AWK vs FTI
+51.5%
-36.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.9% |
| 7D | -2.6% | +5.4% | -8.0% | -1.7% |
| 30D | +14.2% | -8.2% | +22.4% | +12.9% |
| 3M | +10.0% | -13.7% | +23.7% | +8.1% |
| 6M | +17.1% | -11.2% | +28.3% | +15.8% |
| YTD | +16.1% | +46.0% | -29.9% | +20.3% |
| All | +15.3% | +51.5% | -36.3% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling