+429.9%
FDX vs AWK
+969.7%
-539.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.5% |
| 7D | -2.5% | +1.7% | -4.3% | -3.1% |
| 30D | +3.8% | +5.6% | -1.8% | +1.9% |
| 3M | -1.3% | +15.9% | -17.2% | -6.4% |
| 6M | +5.0% | +4.6% | +0.4% | +2.8% |
| YTD | +39.6% | +10.1% | +29.6% | +34.0% |
| 1Y | +81.1% | +2.1% | +79.0% | +77.9% |
| 3Y | +63.0% | +9.8% | +53.2% | +52.1% |
| 5Y | +65.6% | -15.4% | +81.0% | +68.7% |
| 10Y | +183.4% | +129.4% | +54.0% | +77.3% |
| All | +429.9% | +969.7% | -539.8% | +34.4% |
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