+1,440.5%
FANG vs AWK
+406.6%
+1,033.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.1% |
| 7D | +2.9% | -2.1% | +5.0% | +3.1% |
| 30D | +2.6% | +2.1% | +0.6% | +2.4% |
| 3M | +7.6% | +11.4% | -3.8% | +6.3% |
| 6M | +17.3% | +3.9% | +13.4% | +16.7% |
| YTD | +38.7% | +7.7% | +31.0% | +37.4% |
| 1Y | +51.6% | +1.3% | +50.3% | +51.1% |
| 3Y | +50.0% | +7.2% | +42.8% | +46.9% |
| 5Y | +237.6% | -17.0% | +254.6% | +240.8% |
| 10Y | +180.7% | +131.6% | +49.0% | +121.6% |
| All | +1,440.5% | +406.6% | +1,033.9% | +787.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling