-83.2%
FIG vs AWK
+12.3%
-95.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.4% | +1.4% | +2.9% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -9.5% | +14.3% | -23.7% | -8.4% |
| 3M | -26.2% | +10.3% | -36.5% | -25.8% |
| 6M | +2.7% | +18.9% | -16.3% | +6.3% |
| YTD | -48.0% | +17.7% | -65.7% | -46.4% |
| 1Y | -52.0% | +16.9% | -68.9% | -50.8% |
| All | -83.2% | +12.3% | -95.4% | -82.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling