-16.7%
AWK vs FTV
+1.8%
-18.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.9% |
| 30D | +4.3% | -9.5% | +13.8% | +6.4% |
| 3M | +12.5% | -10.9% | +23.4% | +14.9% |
| 6M | +3.3% | -0.6% | +3.9% | +3.1% |
| YTD | +9.8% | +1.4% | +8.3% | +8.7% |
| 1Y | +2.9% | +17.6% | -14.7% | -1.7% |
| 3Y | +9.6% | -3.3% | +12.9% | +8.1% |
| 5Y | -16.7% | -0.1% | -16.5% | -22.5% |
| All | -16.7% | +1.8% | -18.5% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling