+128.5%
AWK vs FTV
+80.7%
+47.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -2.1% | -4.0% | +1.8% | -1.2% |
| 30D | +2.1% | -11.0% | +13.1% | +4.9% |
| 3M | +11.4% | -8.4% | +19.8% | +13.6% |
| 6M | +3.9% | -2.6% | +6.5% | +4.2% |
| YTD | +7.7% | -0.6% | +8.3% | +6.9% |
| 1Y | +1.3% | +11.0% | -9.7% | -2.4% |
| 3Y | +7.2% | -6.3% | +13.5% | +6.0% |
| 5Y | -17.0% | -1.5% | -15.5% | -20.5% |
| All | +128.5% | +80.7% | +47.8% | +76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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