+1,044.2%
AWK vs FTI
+196.3%
+847.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.2% |
| 7D | +0.1% | +4.3% | -4.2% | -0.2% |
| 30D | +14.3% | -4.7% | +18.9% | +14.6% |
| 3M | +10.3% | -13.5% | +23.8% | +11.4% |
| 6M | +18.9% | -8.7% | +27.7% | +19.4% |
| YTD | +17.7% | +49.0% | -31.3% | +13.2% |
| 1Y | +16.9% | +54.0% | -37.2% | +12.0% |
| 3Y | +32.2% | +211.6% | -179.4% | +17.0% |
| 5Y | -2.2% | +881.9% | -884.0% | -24.8% |
| 10Y | +156.1% | +188.1% | -32.0% | +108.9% |
| All | +1,044.2% | +196.3% | +847.9% | +674.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling