+14,672.1%
FIX vs AWK
+969.7%
+13,702.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | +6.0% | +1.7% | +4.3% | +5.4% |
| 30D | -7.2% | +5.6% | -12.8% | -9.3% |
| 3M | -15.9% | +15.9% | -31.7% | -21.4% |
| 6M | +12.7% | +4.6% | +8.2% | +9.1% |
| YTD | +72.8% | +10.1% | +62.7% | +63.1% |
| 1Y | +122.9% | +2.1% | +120.8% | +115.4% |
| 3Y | +774.3% | +9.8% | +764.5% | +673.3% |
| 5Y | +2,049.5% | -15.4% | +2,064.8% | +2,042.1% |
| 10Y | +5,821.5% | +129.4% | +5,692.1% | +3,193.9% |
| All | +14,672.1% | +969.7% | +13,702.4% | +3,318.4% |
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