+2,691.8%
FICO vs AWK
+1,042.6%
+1,649.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.3% |
| 7D | -0.9% | +4.1% | -5.0% | -3.0% |
| 30D | +3.3% | +18.0% | -14.6% | -5.1% |
| 3M | -31.7% | +12.2% | -43.9% | -35.8% |
| 6M | -34.0% | +21.2% | -55.2% | -40.4% |
| YTD | -58.3% | +17.6% | -75.9% | -62.0% |
| 1Y | -57.9% | +19.2% | -77.2% | -62.0% |
| 3Y | -24.1% | +26.7% | -50.8% | -36.3% |
| 5Y | +85.3% | -1.3% | +86.6% | +76.9% |
| 10Y | +520.3% | +159.7% | +360.6% | +223.4% |
| All | +2,691.8% | +1,042.6% | +1,649.3% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling