-83.6%
FIG vs AWK
+11.6%
-95.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.8% |
| 7D | -14.3% | 0.0% | -14.3% | -14.2% |
| 30D | -13.6% | +15.5% | -29.1% | -12.5% |
| 3M | -23.7% | +10.0% | -33.7% | -23.3% |
| 6M | -5.4% | +20.4% | -25.8% | -1.5% |
| YTD | -49.2% | +17.1% | -66.3% | -47.8% |
| 1Y | -57.4% | +18.3% | -75.6% | -56.1% |
| All | -83.6% | +11.6% | -95.2% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling