+256.8%
FLEX vs AWK
+24.3%
+232.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +3.7% |
| 7D | -19.3% | +4.1% | -23.4% | -17.1% |
| 30D | -41.5% | +18.0% | -59.5% | -35.3% |
| 3M | -43.1% | +12.2% | -55.3% | -38.4% |
| 6M | -48.2% | +21.2% | -69.4% | -41.6% |
| YTD | +15.5% | +17.6% | -2.1% | +29.4% |
| 1Y | +10.2% | +19.2% | -9.0% | +24.4% |
| 3Y | +256.8% | +26.7% | +230.1% | +301.2% |
| All | +256.8% | +24.3% | +232.5% | +301.2% |
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