-83.6%
FIG vs AWK
+10.8%
-94.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.4% |
| 7D | +2.6% | -2.6% | +5.2% | +2.3% |
| 30D | -13.1% | +14.2% | -27.2% | -12.0% |
| 3M | -20.3% | +10.0% | -30.4% | -19.9% |
| 6M | -2.1% | +17.1% | -19.2% | +1.1% |
| YTD | -49.4% | +16.1% | -65.5% | -47.9% |
| 1Y | -57.0% | +17.5% | -74.5% | -55.8% |
| All | -83.6% | +10.8% | -94.4% | -83.3% |
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