+3,553.2%
FIX vs AWK
+157.1%
+3,396.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -27.8% | +14.3% | -42.0% | -30.0% |
| 3M | -35.6% | +10.3% | -45.8% | -37.2% |
| 6M | -45.2% | +18.9% | -64.2% | -47.9% |
| YTD | +19.5% | +17.7% | +1.8% | +13.1% |
| 1Y | +24.2% | +16.9% | +7.4% | +17.7% |
| 3Y | +494.2% | +32.2% | +462.0% | +405.2% |
| 5Y | +1,036.1% | -2.2% | +1,038.3% | +998.8% |
| All | +3,553.2% | +157.1% | +3,396.1% | +2,383.8% |
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 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