+25.0%
FLEX vs AWK
+20.7%
+4.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.2% | -14.5% | -10.2% |
| 7D | -17.0% | +7.0% | -24.0% | -11.2% |
| 30D | -33.8% | +17.0% | -50.9% | -23.2% |
| 3M | -39.0% | +12.4% | -51.4% | -31.2% |
| 6M | -15.9% | +19.6% | -35.5% | -0.6% |
| YTD | +27.8% | +17.0% | +10.8% | +50.3% |
| 1Y | +25.0% | +20.0% | +5.0% | +48.3% |
| All | +25.0% | +20.7% | +4.3% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling