+81.1%
FDX vs AWK
+1.8%
+79.3%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.6% |
| 7D | -2.5% | +1.7% | -4.3% | -2.5% |
| 30D | +3.8% | +5.6% | -1.8% | +4.0% |
| 3M | -1.3% | +15.9% | -17.2% | -0.3% |
| 6M | +5.0% | +4.6% | +0.4% | +5.9% |
| YTD | +39.6% | +10.1% | +29.6% | +40.8% |
| 1Y | +81.1% | +2.1% | +79.0% | +78.9% |
| All | +81.1% | +1.8% | +79.3% | +78.9% |
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