+282.0%
FITB vs AWK
+135.6%
+146.4%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.6% |
| 7D | -1.0% | -0.7% | -0.2% | -0.7% |
| 30D | -5.5% | +2.8% | -8.3% | -6.4% |
| 3M | +4.1% | +11.3% | -7.2% | +0.4% |
| 6M | +18.7% | +6.7% | +12.0% | +15.7% |
| YTD | +18.2% | +9.4% | +8.8% | +13.7% |
| 1Y | +23.7% | +3.7% | +19.9% | +20.8% |
| 3Y | +130.8% | +9.2% | +121.5% | +116.2% |
| 5Y | +69.8% | -15.7% | +85.5% | +72.2% |
| All | +282.0% | +135.6% | +146.4% | +246.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling