+101.7%
FICO vs AWK
-15.4%
+117.1%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.5% | -16.6% |
| 7D | -19.2% | +1.7% | -20.9% | -19.7% |
| 30D | -14.6% | +5.6% | -20.2% | -16.3% |
| 3M | -20.1% | +15.9% | -36.0% | -24.0% |
| 6M | -36.3% | +4.6% | -40.9% | -37.3% |
| YTD | -44.9% | +10.1% | -54.9% | -46.9% |
| 1Y | -38.6% | +2.1% | -40.7% | -39.2% |
| 3Y | +4.0% | +9.8% | -5.9% | -3.0% |
| All | +101.7% | -15.4% | +117.1% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling