-15.8%
F vs AWK
-3.7%
-12.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | -3.9% | -2.6% | -1.3% | -2.9% |
| 30D | -0.5% | +14.2% | -14.6% | -5.4% |
| 3M | -12.9% | +10.0% | -23.0% | -16.1% |
| 6M | +1.5% | +17.1% | -15.5% | -4.9% |
| YTD | -5.0% | +16.1% | -21.1% | -11.3% |
| 1Y | -7.3% | +17.5% | -24.9% | -14.1% |
| 3Y | +45.3% | +29.3% | +15.9% | +22.6% |
| 5Y | -15.8% | -3.5% | -12.3% | -28.5% |
| All | -15.8% | -3.7% | -12.1% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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