-57.6%
FISV vs AWK
+7.8%
-65.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.5% | +7.0% | +5.8% |
| 7D | -2.7% | -2.1% | -0.5% | -2.1% |
| 30D | 0.0% | +2.1% | -2.0% | -0.5% |
| 3M | -2.8% | +11.4% | -14.2% | -5.4% |
| 6M | -11.8% | +3.9% | -15.7% | -12.9% |
| YTD | -23.2% | +7.7% | -30.9% | -25.0% |
| 1Y | -62.0% | +1.3% | -63.3% | -62.1% |
| 3Y | -57.6% | +7.2% | -64.8% | -58.4% |
| All | -57.6% | +7.8% | -65.4% | -58.4% |
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