+1,051.1%
FIX vs AWK
-4.3%
+1,055.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.4% | -1.5% | -3.1% |
| 7D | +16.9% | -3.2% | +20.1% | +16.3% |
| 30D | -30.6% | +13.5% | -44.1% | -29.4% |
| 3M | -35.1% | +9.4% | -44.5% | -34.1% |
| 6M | -44.0% | +16.4% | -60.4% | -42.9% |
| YTD | +21.0% | +15.4% | +5.6% | +23.3% |
| 1Y | +16.2% | +16.8% | -0.7% | +18.2% |
| 3Y | +506.9% | +28.6% | +478.3% | +473.2% |
| 5Y | +1,051.1% | -4.1% | +1,055.1% | +1,073.7% |
| All | +1,051.1% | -4.3% | +1,055.3% | +1,073.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling