+25.0%
FITB vs AWK
+1.9%
+23.0%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.4% |
| 7D | -0.3% | -2.1% | +1.9% | -0.4% |
| 30D | -5.7% | +2.1% | -7.7% | -5.5% |
| 3M | +3.2% | +11.4% | -8.2% | +4.4% |
| 6M | +23.4% | +3.9% | +19.5% | +23.2% |
| YTD | +18.8% | +7.7% | +11.1% | +19.7% |
| 1Y | +25.0% | +1.3% | +23.7% | +23.8% |
| All | +25.0% | +1.9% | +23.0% | +23.8% |
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 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