+408.2%
FDX vs AWK
+1,042.6%
-634.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.3% |
| 7D | -1.6% | +4.1% | -5.7% | -3.0% |
| 30D | +6.6% | +18.0% | -11.4% | +0.7% |
| 3M | -2.1% | +12.2% | -14.3% | -5.9% |
| 6M | +2.2% | +21.2% | -19.1% | -4.8% |
| YTD | +33.9% | +17.6% | +16.4% | +25.6% |
| 1Y | +50.2% | +19.2% | +31.0% | +40.0% |
| 3Y | +65.5% | +26.7% | +38.8% | +46.8% |
| 5Y | +74.1% | -1.3% | +75.4% | +67.6% |
| 10Y | +156.7% | +159.7% | -3.0% | +52.7% |
| All | +408.2% | +1,042.6% | -634.4% | +25.9% |
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 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