-40.6%
FIS vs AWK
+27.0%
-67.6%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.6% | -1.2% |
| 7D | -29.4% | +1.2% | -30.6% | -29.8% |
| 30D | -16.7% | +15.8% | -32.5% | -20.4% |
| 3M | -33.0% | +11.0% | -44.0% | -35.1% |
| 6M | -33.3% | +21.0% | -54.3% | -36.9% |
| YTD | -56.0% | +16.7% | -72.7% | -58.2% |
| 1Y | -54.6% | +17.2% | -71.7% | -56.9% |
| 3Y | -40.6% | +29.2% | -69.8% | -45.3% |
| All | -40.6% | +27.0% | -67.6% | -45.3% |
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 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