-56.4%
FICO vs AWK
+20.7%
-77.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.9% |
| 7D | +0.4% | +7.0% | -6.6% | -1.8% |
| 30D | +1.7% | +17.0% | -15.4% | -3.0% |
| 3M | -33.0% | +12.4% | -45.4% | -35.2% |
| 6M | -33.9% | +19.6% | -53.5% | -36.0% |
| YTD | -58.5% | +17.0% | -75.6% | -59.0% |
| 1Y | -56.4% | +20.0% | -76.4% | -57.3% |
| All | -56.4% | +20.7% | -77.0% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling