+282.7%
FLEX vs AWK
+31.5%
+251.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -3.2% |
| 7D | +7.5% | +0.1% | +7.3% | +7.7% |
| 30D | -25.3% | +14.3% | -39.5% | -18.6% |
| 3M | -39.7% | +10.3% | -50.0% | -35.2% |
| 6M | -47.9% | +18.9% | -66.8% | -41.5% |
| YTD | +24.1% | +17.7% | +6.4% | +39.4% |
| 1Y | +26.0% | +16.9% | +9.1% | +41.3% |
| 3Y | +282.7% | +32.2% | +250.5% | +325.1% |
| All | +282.7% | +31.5% | +251.2% | +325.1% |
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