+859.6%
FLEX vs AWK
+1,042.6%
-183.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.4% | +6.0% | +5.0% |
| 7D | -19.3% | +4.1% | -23.4% | -20.6% |
| 30D | -41.5% | +18.0% | -59.5% | -45.1% |
| 3M | -43.1% | +12.2% | -55.3% | -45.8% |
| 6M | -48.2% | +21.2% | -69.4% | -52.5% |
| YTD | +15.5% | +17.6% | -2.1% | +6.3% |
| 1Y | +10.2% | +19.2% | -9.0% | +0.6% |
| 3Y | +256.8% | +26.7% | +230.1% | +200.5% |
| 5Y | +408.2% | -1.3% | +409.6% | +374.8% |
| 10Y | +580.9% | +159.7% | +421.2% | +258.3% |
| All | +859.6% | +1,042.6% | -183.0% | +71.4% |
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