+9,233.8%
FIX vs AWK
+1,042.6%
+8,191.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -1.4% | +6.8% | +5.9% |
| 7D | -17.5% | +4.1% | -21.6% | -18.9% |
| 30D | -41.6% | +18.0% | -59.6% | -45.4% |
| 3M | -40.6% | +12.2% | -52.8% | -43.7% |
| 6M | -49.4% | +21.2% | -70.6% | -53.9% |
| YTD | +9.2% | +17.6% | -8.4% | -0.3% |
| 1Y | +6.5% | +19.2% | -12.8% | -3.7% |
| 3Y | +448.7% | +26.7% | +422.0% | +352.3% |
| 5Y | +948.7% | -1.3% | +950.1% | +867.6% |
| 10Y | +3,659.7% | +159.7% | +3,500.1% | +1,861.2% |
| All | +9,233.8% | +1,042.6% | +8,191.2% | +1,990.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling