+1,405.9%
FLEX vs AWK
+969.7%
+436.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | +1.7% | -2.6% | -1.5% |
| 30D | -10.1% | +5.6% | -15.7% | -12.0% |
| 3M | -31.3% | +15.9% | -47.2% | -35.5% |
| 6M | +71.3% | +4.6% | +66.7% | +66.1% |
| YTD | +81.2% | +10.1% | +71.2% | +71.9% |
| 1Y | +98.5% | +2.1% | +96.4% | +92.7% |
| 3Y | +428.2% | +9.8% | +418.4% | +374.6% |
| 5Y | +657.3% | -15.4% | +672.6% | +657.6% |
| 10Y | +995.9% | +129.4% | +866.5% | +513.6% |
| All | +1,405.9% | +969.7% | +436.2% | +177.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling