+5,831.7%
FIX vs AWK
+126.5%
+5,705.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +1.7% | +4.3% | +5.6% |
| 30D | -7.2% | +5.6% | -12.8% | -8.5% |
| 3M | -15.9% | +15.9% | -31.7% | -19.4% |
| 6M | +12.7% | +4.6% | +8.2% | +10.6% |
| YTD | +72.8% | +10.1% | +62.7% | +66.6% |
| 1Y | +122.9% | +2.1% | +120.8% | +118.6% |
| 3Y | +774.3% | +9.8% | +764.5% | +699.9% |
| 5Y | +2,049.5% | -15.4% | +2,064.8% | +2,093.5% |
| All | +5,831.7% | +126.5% | +5,705.3% | +4,090.3% |
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