+3,759.0%
FIX vs AWK
+156.2%
+3,602.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.5% | +5.5% | +5.1% |
| 7D | +6.4% | 0.0% | +6.4% | +6.3% |
| 30D | -29.1% | +15.5% | -44.6% | -31.5% |
| 3M | -31.1% | +10.0% | -41.1% | -32.9% |
| 6M | -42.8% | +20.4% | -63.2% | -45.8% |
| YTD | +24.6% | +17.1% | +7.6% | +18.1% |
| 1Y | +21.9% | +18.3% | +3.7% | +14.9% |
| 3Y | +524.9% | +30.4% | +494.5% | +434.1% |
| 5Y | +1,092.2% | -2.7% | +1,094.9% | +1,054.1% |
| 10Y | +3,759.0% | +154.7% | +3,604.3% | +2,545.5% |
| All | +3,759.0% | +156.2% | +3,602.9% | +2,545.5% |
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