+575.3%
FAST vs AWK
+158.1%
+417.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.7% |
| 7D | +2.1% | +4.1% | -2.0% | +0.6% |
| 30D | +6.9% | +18.0% | -11.1% | +0.4% |
| 3M | +4.8% | +12.2% | -7.4% | +0.2% |
| 6M | +19.8% | +21.2% | -1.5% | +10.9% |
| YTD | +34.9% | +17.6% | +17.3% | +25.8% |
| 1Y | +32.8% | +19.2% | +13.6% | +23.0% |
| 3Y | +93.7% | +26.7% | +67.0% | +71.1% |
| 5Y | +105.3% | -1.3% | +106.6% | +100.2% |
| All | +575.3% | +158.1% | +417.3% | +414.6% |
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 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