+547.9%
FAST vs AWK
+146.2%
+401.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.7% | +3.7% | +3.2% |
| 7D | +3.8% | +1.2% | +2.6% | +3.4% |
| 30D | +8.1% | +15.8% | -7.7% | +2.2% |
| 3M | +5.8% | +11.0% | -5.2% | +1.5% |
| 6M | +24.9% | +21.0% | +3.9% | +15.7% |
| YTD | +38.9% | +16.7% | +22.2% | +29.9% |
| 1Y | +36.5% | +17.2% | +19.3% | +27.3% |
| 3Y | +98.1% | +29.2% | +69.0% | +73.4% |
| 5Y | +109.3% | -2.3% | +111.6% | +104.9% |
| 10Y | +547.9% | +150.5% | +397.4% | +390.3% |
| All | +547.9% | +146.2% | +401.7% | +390.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling