+531.6%
FICO vs AWK
+146.2%
+385.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | +8.4% | +15.8% | -7.4% | +1.6% |
| 3M | -30.5% | +11.0% | -41.5% | -33.8% |
| 6M | -35.7% | +21.0% | -56.7% | -41.0% |
| YTD | -57.2% | +16.7% | -73.9% | -60.3% |
| 1Y | -58.4% | +17.2% | -75.6% | -61.5% |
| 3Y | -24.8% | +29.2% | -54.0% | -36.4% |
| 5Y | +79.3% | -2.3% | +81.6% | +73.6% |
| 10Y | +531.6% | +150.5% | +381.1% | +313.0% |
| All | +531.6% | +146.2% | +385.4% | +313.0% |
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