+37.4%
FAST vs AWK
+18.8%
+18.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.2% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +8.3% | +15.5% | -7.2% | +6.3% |
| 3M | +6.5% | +10.0% | -3.5% | +5.2% |
| 6M | +29.5% | +20.4% | +9.1% | +26.7% |
| YTD | +41.3% | +17.1% | +24.2% | +40.4% |
| 1Y | +37.4% | +18.3% | +19.1% | +36.2% |
| All | +37.4% | +18.8% | +18.6% | +36.2% |
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