+90.1%
FAST vs AWK
+10.2%
+79.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +1.7% | -2.1% | -0.6% |
| 30D | -0.8% | +5.6% | -6.4% | -1.7% |
| 3M | +5.8% | +15.9% | -10.1% | +3.3% |
| 6M | +8.0% | +4.6% | +3.4% | +7.0% |
| YTD | +25.6% | +10.1% | +15.6% | +23.6% |
| 1Y | +0.8% | +2.1% | -1.3% | +0.4% |
| All | +90.1% | +10.2% | +79.9% | +80.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling