+545.7%
FICO vs AWK
+152.9%
+392.8%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +0.9% | +2.7% | -1.8% | -0.4% |
| 30D | +9.4% | +16.7% | -7.2% | +2.2% |
| 3M | -30.4% | +11.7% | -42.1% | -33.9% |
| 6M | -35.1% | +21.9% | -57.0% | -40.7% |
| YTD | -56.8% | +17.6% | -74.4% | -60.1% |
| 1Y | -58.4% | +19.8% | -78.2% | -61.9% |
| 3Y | -26.7% | +31.0% | -57.7% | -38.4% |
| 5Y | +88.0% | -3.0% | +91.0% | +82.9% |
| 10Y | +545.7% | +156.8% | +388.9% | +318.9% |
| All | +545.7% | +152.9% | +392.8% | +318.9% |
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 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