+351.3%
FERG vs AWK
+132.0%
+219.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +0.9% |
| 7D | -2.6% | -2.1% | -0.4% | -2.3% |
| 30D | -8.9% | +2.1% | -10.9% | -9.1% |
| 3M | -2.0% | +11.4% | -13.4% | -3.3% |
| 6M | -3.2% | +3.9% | -7.1% | -3.8% |
| YTD | +1.5% | +7.7% | -6.2% | +0.4% |
| 1Y | +0.5% | +1.3% | -0.8% | 0.0% |
| 3Y | +50.4% | +7.2% | +43.2% | +47.3% |
| 5Y | +68.7% | -17.0% | +85.7% | +66.5% |
| All | +351.3% | +132.0% | +219.3% | +371.6% |
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