+499.7%
FICO vs AWK
+158.1%
+341.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -0.9% | +4.1% | -5.0% | -2.7% |
| 30D | +3.3% | +18.0% | -14.6% | -4.0% |
| 3M | -31.7% | +12.2% | -43.9% | -35.2% |
| 6M | -34.0% | +21.2% | -55.2% | -39.5% |
| YTD | -58.3% | +17.6% | -75.9% | -61.5% |
| 1Y | -57.9% | +19.2% | -77.2% | -61.4% |
| 3Y | -24.1% | +26.7% | -50.8% | -35.0% |
| 5Y | +85.3% | -1.3% | +86.6% | +78.7% |
| All | +499.7% | +158.1% | +341.6% | +292.9% |
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