+3,644.4%
FIX vs AWK
+152.9%
+3,491.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.4% | -0.8% |
| 7D | -13.9% | +2.7% | -16.6% | -14.5% |
| 30D | -35.5% | +16.7% | -52.2% | -37.9% |
| 3M | -33.9% | +11.7% | -45.7% | -35.8% |
| 6M | -43.3% | +21.9% | -65.2% | -46.5% |
| YTD | +18.7% | +17.6% | +1.1% | +12.4% |
| 1Y | +13.8% | +19.8% | -6.0% | +6.8% |
| 3Y | +495.0% | +31.0% | +464.0% | +408.0% |
| 5Y | +1,049.0% | -3.0% | +1,052.0% | +1,015.6% |
| 10Y | +3,644.4% | +156.8% | +3,487.6% | +2,459.8% |
| All | +3,644.4% | +152.9% | +3,491.5% | +2,459.8% |
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