+448.7%
FIX vs AWK
+24.3%
+424.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +4.6% |
| 7D | -17.5% | +4.1% | -21.6% | -15.0% |
| 30D | -41.6% | +18.0% | -59.6% | -35.0% |
| 3M | -40.6% | +12.2% | -52.8% | -35.5% |
| 6M | -49.4% | +21.2% | -70.6% | -42.4% |
| YTD | +9.2% | +17.6% | -8.4% | +23.3% |
| 1Y | +6.5% | +19.2% | -12.8% | +21.3% |
| 3Y | +448.7% | +26.7% | +422.0% | +529.3% |
| All | +448.7% | +24.3% | +424.4% | +529.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling