+175.5%
FDX vs AWK
+126.2%
+49.3%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.5% |
| 7D | -3.3% | +2.2% | -5.5% | -3.8% |
| 30D | -1.4% | +4.4% | -5.8% | -2.4% |
| 3M | -4.5% | +15.4% | -19.9% | -7.8% |
| 6M | +9.4% | +3.5% | +5.9% | +8.2% |
| YTD | +36.0% | +9.8% | +26.2% | +32.3% |
| 1Y | +75.5% | +3.0% | +72.5% | +73.1% |
| 3Y | +62.8% | +9.7% | +53.1% | +55.0% |
| 5Y | +64.4% | -17.2% | +81.6% | +68.4% |
| 10Y | +175.5% | +126.1% | +49.4% | +119.3% |
| All | +175.5% | +126.2% | +49.3% | +119.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling