-65.6%
FIS vs AWK
-15.0%
-50.6%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.2% | -5.7% | -5.8% |
| 7D | -3.5% | +2.2% | -5.6% | -4.2% |
| 30D | -7.8% | +4.4% | -12.3% | -9.3% |
| 3M | +0.8% | +15.4% | -14.5% | -4.2% |
| 6M | -21.9% | +3.5% | -25.4% | -23.1% |
| YTD | -39.5% | +9.8% | -49.3% | -41.9% |
| 1Y | -41.0% | +3.0% | -44.0% | -42.0% |
| 3Y | -23.6% | +9.7% | -33.3% | -28.0% |
| 5Y | -65.6% | -17.2% | -48.5% | -67.5% |
| All | -65.6% | -15.0% | -50.6% | -67.5% |
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 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