+2,105.4%
FIX vs AWK
-15.4%
+2,120.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | +6.0% | +1.7% | +4.3% | +6.2% |
| 30D | -7.2% | +5.6% | -12.8% | -6.8% |
| 3M | -15.9% | +15.9% | -31.7% | -15.2% |
| 6M | +12.7% | +4.6% | +8.2% | +13.5% |
| YTD | +72.8% | +10.1% | +62.7% | +74.0% |
| 1Y | +122.9% | +2.1% | +120.8% | +125.1% |
| 3Y | +774.3% | +9.8% | +764.5% | +759.2% |
| All | +2,105.4% | -15.4% | +2,120.8% | +2,137.1% |
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