+1,275.0%
FAST vs AWK
+1,042.6%
+232.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.8% |
| 7D | +2.1% | +4.1% | -2.0% | +0.3% |
| 30D | +6.9% | +18.0% | -11.1% | -0.7% |
| 3M | +4.8% | +12.2% | -7.4% | -0.6% |
| 6M | +19.8% | +21.2% | -1.5% | +9.5% |
| YTD | +34.9% | +17.6% | +17.3% | +24.3% |
| 1Y | +32.8% | +19.2% | +13.6% | +21.4% |
| 3Y | +93.7% | +26.7% | +67.0% | +67.9% |
| 5Y | +105.3% | -1.3% | +106.6% | +98.2% |
| 10Y | +595.4% | +159.7% | +435.7% | +300.2% |
| All | +1,275.0% | +1,042.6% | +232.5% | +216.5% |
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 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