+103.4%
FLEX vs AWK
+3.4%
+100.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.2% |
| 7D | +7.0% | +2.2% | +4.8% | +8.6% |
| 30D | -5.8% | +4.4% | -10.2% | -2.6% |
| 3M | -24.2% | +15.4% | -39.6% | -16.7% |
| 6M | +90.8% | +3.5% | +87.3% | +100.8% |
| YTD | +89.2% | +9.8% | +79.4% | +104.6% |
| All | +103.4% | +3.4% | +100.0% | +114.5% |
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 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