-62.0%
FISV vs AWK
+1.9%
-63.9%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +6.2% |
| 7D | -2.7% | -2.1% | -0.5% | -1.6% |
| 30D | 0.0% | +2.1% | -2.0% | -1.1% |
| 3M | -2.8% | +11.4% | -14.2% | -7.9% |
| 6M | -11.8% | +3.9% | -15.7% | -13.9% |
| YTD | -23.2% | +7.7% | -30.9% | -27.5% |
| 1Y | -62.0% | +1.3% | -63.3% | -59.7% |
| All | -62.0% | +1.9% | -63.9% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling