+269.3%
FISV vs AWK
+966.9%
-697.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | 0.0% | -4.3% | -4.3% |
| 7D | -6.4% | +0.6% | -7.0% | -6.6% |
| 30D | -6.8% | +4.3% | -11.1% | -8.5% |
| 3M | -10.0% | +12.5% | -22.5% | -14.4% |
| 6M | -20.6% | +3.3% | -23.9% | -22.1% |
| YTD | -27.6% | +9.8% | -37.3% | -31.1% |
| 1Y | -64.3% | +2.9% | -67.2% | -64.7% |
| 3Y | -60.0% | +9.6% | -69.6% | -62.5% |
| 5Y | -57.7% | -16.7% | -41.0% | -55.7% |
| 10Y | -3.0% | +136.1% | -139.1% | -38.4% |
| All | +269.3% | +966.9% | -697.6% | +4.5% |
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 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