+2,703.1%
FICO vs AWK
+1,058.8%
+1,644.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | 0.0% |
| 7D | -0.3% | +7.2% | -7.4% | -3.8% |
| 30D | +1.7% | +19.0% | -17.3% | -7.0% |
| 3M | -35.2% | +14.4% | -49.6% | -39.7% |
| 6M | -33.7% | +22.6% | -56.3% | -40.4% |
| YTD | -58.2% | +19.2% | -77.4% | -62.1% |
| 1Y | -56.6% | +19.6% | -76.1% | -60.8% |
| 3Y | -24.0% | +26.1% | -50.1% | -36.0% |
| 5Y | +86.1% | +0.1% | +86.0% | +76.4% |
| 10Y | +522.8% | +163.3% | +359.5% | +222.4% |
| All | +2,703.1% | +1,058.8% | +1,644.4% | +452.2% |
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