-63.2%
FLUT vs AWK
+20.7%
-83.8%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.2% | -4.5% | -2.3% |
| 7D | +4.2% | +7.0% | -2.9% | +4.3% |
| 30D | +8.0% | +17.0% | -9.0% | +9.1% |
| 3M | -22.1% | +12.4% | -34.5% | -21.5% |
| 6M | -21.7% | +19.6% | -41.3% | -19.4% |
| YTD | -62.0% | +17.0% | -79.0% | -60.7% |
| 1Y | -63.2% | +20.0% | -83.2% | -60.6% |
| All | -63.2% | +20.7% | -83.8% | -60.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling