+141.6%
FITB vs AWK
+31.5%
+110.1%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +1.0% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +9.8% | +14.3% | -4.5% | +8.3% |
| 3M | -5.2% | +10.3% | -15.4% | -6.2% |
| 6M | +17.3% | +18.9% | -1.6% | +15.1% |
| YTD | +19.3% | +17.7% | +1.6% | +16.9% |
| 1Y | +32.7% | +16.9% | +15.8% | +30.1% |
| 3Y | +141.6% | +32.2% | +109.4% | +107.3% |
| All | +141.6% | +31.5% | +110.1% | +107.3% |
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