+478.1%
FLEX vs AWK
+9.6%
+468.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.2% | +4.6% | +4.3% |
| 7D | +7.0% | +2.2% | +4.8% | +7.9% |
| 30D | -5.8% | +4.4% | -10.2% | -3.9% |
| 3M | -24.2% | +15.4% | -39.6% | -19.4% |
| 6M | +90.8% | +3.5% | +87.3% | +96.7% |
| YTD | +89.2% | +9.8% | +79.4% | +99.0% |
| 1Y | +104.7% | +3.0% | +101.7% | +112.0% |
| 3Y | +478.1% | +9.7% | +468.4% | +502.6% |
| All | +478.1% | +9.6% | +468.5% | +502.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling