+67.7%
FERG vs AWK
+31.5%
+36.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.6% |
| 7D | +9.7% | +0.1% | +9.6% | +9.7% |
| 30D | +15.0% | +14.3% | +0.8% | +14.2% |
| 3M | +3.8% | +10.3% | -6.5% | +3.2% |
| 6M | +10.6% | +18.9% | -8.3% | +9.4% |
| YTD | +17.0% | +17.7% | -0.7% | +15.6% |
| 1Y | +7.1% | +16.9% | -9.8% | +5.9% |
| 3Y | +67.7% | +32.2% | +35.6% | +58.2% |
| All | +67.7% | +31.5% | +36.2% | +58.2% |
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