+47.5%
FITB vs AWK
-2.4%
+49.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | +2.8% | +0.1% | +2.6% | +2.7% |
| 30D | +9.8% | +14.3% | -4.5% | +6.2% |
| 3M | -5.2% | +10.3% | -15.4% | -7.5% |
| 6M | +17.3% | +18.9% | -1.6% | +12.0% |
| YTD | +19.3% | +17.7% | +1.6% | +13.6% |
| 1Y | +32.7% | +16.9% | +15.8% | +26.5% |
| 3Y | +141.6% | +32.2% | +109.4% | +111.2% |
| All | +47.5% | -2.4% | +49.9% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling