+8,751.7%
FIX vs AWK
+1,058.8%
+7,692.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | +1.9% | -13.4% | -12.2% |
| 7D | -27.2% | +7.2% | -34.4% | -29.2% |
| 30D | -46.9% | +19.0% | -66.0% | -50.6% |
| 3M | -44.4% | +14.4% | -58.8% | -47.6% |
| 6M | -50.9% | +22.6% | -73.5% | -55.4% |
| YTD | +3.5% | +19.2% | -15.7% | -5.8% |
| 1Y | -2.1% | +19.6% | -21.7% | -11.4% |
| 3Y | +418.7% | +26.1% | +392.6% | +329.9% |
| 5Y | +894.6% | +0.1% | +894.5% | +813.4% |
| 10Y | +3,465.5% | +163.3% | +3,302.2% | +1,751.4% |
| All | +8,751.7% | +1,058.8% | +7,692.9% | +1,873.4% |
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