+167.3%
FIS vs AWK
+969.7%
-802.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | +1.1% | +1.7% | -0.6% | +0.3% |
| 30D | -2.2% | +5.6% | -7.8% | -4.6% |
| 3M | +2.1% | +15.9% | -13.7% | -4.5% |
| 6M | -14.7% | +4.6% | -19.2% | -16.8% |
| YTD | -35.7% | +10.1% | -45.8% | -39.0% |
| 1Y | -37.1% | +2.1% | -39.2% | -38.3% |
| 3Y | -20.0% | +9.8% | -29.9% | -25.7% |
| 5Y | -62.1% | -15.4% | -46.8% | -60.7% |
| 10Y | -37.4% | +129.4% | -166.8% | -61.4% |
| All | +167.3% | +969.7% | -802.4% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling