-40.9%
FIS vs AWK
+128.1%
-168.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -9.1% | +0.6% | -9.7% | -9.3% |
| 30D | -10.4% | +4.3% | -14.7% | -12.0% |
| 3M | -3.7% | +12.5% | -16.2% | -8.4% |
| 6M | -24.8% | +3.3% | -28.1% | -26.1% |
| YTD | -41.6% | +9.8% | -51.3% | -44.2% |
| 1Y | -42.7% | +2.9% | -45.6% | -43.9% |
| 3Y | -26.2% | +9.6% | -35.8% | -31.0% |
| 5Y | -66.1% | -16.7% | -49.5% | -64.6% |
| 10Y | -40.9% | +136.1% | -177.0% | -57.5% |
| All | -40.9% | +128.1% | -168.9% | -57.5% |
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