+34.3%
FANG vs AWK
+20.7%
+13.7%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.2% | -7.1% | -4.7% |
| 7D | -11.3% | +7.0% | -18.4% | -10.9% |
| 30D | -0.7% | +17.0% | -17.7% | +0.3% |
| 3M | -4.2% | +12.4% | -16.6% | -3.3% |
| 6M | -13.5% | +19.6% | -33.1% | -12.4% |
| YTD | +23.7% | +17.0% | +6.7% | +25.9% |
| 1Y | +34.3% | +20.0% | +14.3% | +38.5% |
| All | +34.3% | +20.7% | +13.7% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling