+366.0%
FITB vs AWK
+969.7%
-603.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | 0.0% | -0.1% |
| 7D | +0.6% | +1.7% | -1.1% | -0.2% |
| 30D | -4.7% | +5.6% | -10.3% | -7.2% |
| 3M | +6.7% | +15.9% | -9.2% | -0.7% |
| 6M | +12.6% | +4.6% | +8.0% | +9.4% |
| YTD | +19.1% | +10.1% | +9.1% | +12.4% |
| 1Y | +22.6% | +2.1% | +20.5% | +19.3% |
| 3Y | +127.1% | +9.8% | +117.3% | +107.3% |
| 5Y | +71.8% | -15.4% | +87.2% | +75.0% |
| 10Y | +287.2% | +129.4% | +157.8% | +111.4% |
| All | +366.0% | +969.7% | -603.6% | -33.9% |
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