-59.5%
FICO vs AWK
+18.8%
-78.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | -0.1% |
| 7D | +4.0% | 0.0% | +3.9% | +3.9% |
| 30D | -1.5% | +15.5% | -17.0% | -5.7% |
| 3M | -29.8% | +10.0% | -39.8% | -31.7% |
| 6M | -33.3% | +20.4% | -53.7% | -35.4% |
| YTD | -56.9% | +17.1% | -73.9% | -57.3% |
| 1Y | -59.5% | +18.3% | -77.7% | -60.1% |
| All | -59.5% | +18.8% | -78.3% | -60.1% |
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