+640.4%
FLEX vs AWK
+146.2%
+494.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.7% | +12.7% | +12.1% |
| 7D | -7.2% | +1.2% | -8.4% | -7.4% |
| 30D | -34.8% | +15.8% | -50.5% | -36.3% |
| 3M | -35.6% | +11.0% | -46.6% | -36.8% |
| 6M | -45.0% | +21.0% | -66.0% | -47.1% |
| YTD | +29.4% | +16.7% | +12.7% | +24.7% |
| 1Y | +24.8% | +17.2% | +7.6% | +20.0% |
| 3Y | +304.4% | +29.2% | +275.2% | +261.9% |
| 5Y | +484.1% | -2.3% | +486.4% | +471.8% |
| 10Y | +640.4% | +150.5% | +489.9% | +454.7% |
| All | +640.4% | +146.2% | +494.2% | +454.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling