+117.6%
AWK vs FTV
+127.6%
-10.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +0.1% | +3.9% | -3.8% | -0.8% |
| 30D | +14.3% | +18.7% | -4.4% | +9.6% |
| 3M | +10.3% | +10.0% | +0.3% | +7.6% |
| 6M | +18.9% | +14.6% | +4.4% | +14.7% |
| YTD | +17.7% | +23.4% | -5.7% | +10.8% |
| 1Y | +16.9% | +31.3% | -14.4% | +8.2% |
| 3Y | +32.2% | +39.8% | -7.6% | +17.2% |
| 5Y | -2.2% | +17.7% | -19.8% | -10.1% |
| 10Y | +156.1% | +110.2% | +45.9% | +90.3% |
| All | +117.6% | +127.6% | -10.0% | +61.4% |
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 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