+116.3%
AWK vs FTV
+127.5%
-11.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | +15.5% | +18.3% | -2.8% | +10.8% |
| 3M | +10.0% | +10.2% | -0.2% | +7.3% |
| 6M | +20.4% | +12.8% | +7.6% | +16.5% |
| YTD | +17.1% | +23.4% | -6.3% | +10.2% |
| 1Y | +18.3% | +31.4% | -13.2% | +9.5% |
| 3Y | +30.4% | +38.7% | -8.3% | +15.8% |
| 5Y | -2.7% | +18.6% | -21.2% | -10.8% |
| 10Y | +154.7% | +110.1% | +44.6% | +89.3% |
| All | +116.3% | +127.5% | -11.1% | +60.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling