-51.7%
FIG vs AWK
+20.7%
-72.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.2% | +3.0% | +5.5% |
| 7D | -4.7% | +7.0% | -11.7% | -3.8% |
| 30D | +0.5% | +17.0% | -16.5% | +3.1% |
| 3M | -18.4% | +12.4% | -30.8% | -17.0% |
| 6M | +10.9% | +19.6% | -8.7% | +17.9% |
| YTD | -40.8% | +17.0% | -57.8% | -38.3% |
| 1Y | -51.7% | +20.0% | -71.7% | -48.7% |
| All | -51.7% | +20.7% | -72.3% | -48.7% |
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 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