-80.8%
FIG vs AWK
+4.3%
-85.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.5% |
| 7D | -12.2% | -0.7% | -11.5% | -12.3% |
| 30D | -11.0% | +2.8% | -13.8% | -10.7% |
| 3M | +11.9% | +11.3% | +0.6% | +15.2% |
| 6M | -21.9% | +6.7% | -28.6% | -19.9% |
| YTD | -40.8% | +9.4% | -50.1% | -39.1% |
| 1Y | -56.6% | +3.7% | -60.4% | -56.2% |
| All | -80.8% | +4.3% | -85.1% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling