-16.7%
AWK vs FTI
+1,177.2%
-1,193.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.6% | -2.3% | +2.9% | +0.6% |
| 30D | +4.3% | +5.0% | -0.7% | +4.4% |
| 3M | +12.5% | +13.8% | -1.3% | +12.8% |
| 6M | +3.3% | +22.9% | -19.6% | +3.7% |
| YTD | +9.8% | +75.0% | -65.2% | +10.6% |
| 1Y | +2.9% | +96.9% | -94.0% | +3.8% |
| 3Y | +9.6% | +276.7% | -267.1% | +9.4% |
| 5Y | -16.7% | +1,157.0% | -1,173.7% | -17.9% |
| All | -16.7% | +1,177.2% | -1,193.9% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling