+1,180.6%
FAST vs AWK
+969.7%
+210.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.4% | +1.7% | -2.1% | -1.1% |
| 30D | -0.8% | +5.6% | -6.4% | -3.2% |
| 3M | +5.8% | +15.9% | -10.1% | -1.1% |
| 6M | +8.0% | +4.6% | +3.4% | +5.3% |
| YTD | +25.6% | +10.1% | +15.6% | +19.4% |
| 1Y | +0.8% | +2.1% | -1.3% | -1.2% |
| 3Y | +86.1% | +9.8% | +76.3% | +71.9% |
| 5Y | +100.2% | -15.4% | +115.6% | +107.3% |
| 10Y | +494.2% | +129.4% | +364.8% | +262.8% |
| All | +1,180.6% | +969.7% | +210.9% | +204.0% |
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