+74.1%
FDX vs AWK
+31.5%
+42.6%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.4% | +0.1% | +1.4% |
| 7D | +5.2% | +0.1% | +5.1% | +5.2% |
| 30D | +11.3% | +14.3% | -3.0% | +10.4% |
| 3M | -4.1% | +10.3% | -14.4% | -4.7% |
| 6M | +9.6% | +18.9% | -9.3% | +8.7% |
| YTD | +40.9% | +17.7% | +23.2% | +39.6% |
| 1Y | +53.0% | +16.9% | +36.2% | +51.7% |
| 3Y | +74.1% | +32.2% | +41.9% | +62.2% |
| All | +74.1% | +31.5% | +42.6% | +62.2% |
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