-52.4%
FIS vs AWK
+157.1%
-209.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.6% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -16.7% | +14.3% | -31.0% | -21.5% |
| 3M | -32.3% | +10.3% | -42.6% | -35.3% |
| 6M | -29.1% | +18.9% | -48.0% | -34.3% |
| YTD | -54.1% | +17.7% | -71.9% | -57.7% |
| 1Y | -53.7% | +16.9% | -70.6% | -57.2% |
| 3Y | -38.8% | +32.2% | -71.0% | -47.5% |
| 5Y | -71.1% | -2.2% | -68.9% | -71.9% |
| All | -52.4% | +157.1% | -209.4% | -67.3% |
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