-36.3%
FICO vs AWK
+5.4%
-41.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -0.1% | -16.5% | -16.6% |
| 7D | -19.2% | +1.7% | -20.9% | -19.9% |
| 30D | -14.6% | +5.6% | -20.2% | -16.8% |
| 3M | -20.1% | +15.9% | -36.0% | -22.7% |
| 6M | -36.3% | +4.6% | -40.9% | -36.8% |
| All | -36.3% | +5.4% | -41.7% | -36.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling