-25.6%
FLUT vs AWK
+152.9%
-178.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.6% |
| 7D | -1.5% | +2.7% | -4.2% | -1.6% |
| 30D | +3.4% | +16.7% | -13.2% | +2.5% |
| 3M | -12.5% | +11.7% | -24.2% | -13.0% |
| 6M | -18.5% | +21.9% | -40.4% | -19.3% |
| YTD | -61.6% | +17.6% | -79.2% | -62.0% |
| 1Y | -64.1% | +19.8% | -83.9% | -64.5% |
| 3Y | -44.5% | +31.0% | -75.4% | -46.3% |
| 5Y | -51.3% | -3.0% | -48.3% | -52.0% |
| 10Y | -25.6% | +156.8% | -182.4% | -28.5% |
| All | -25.6% | +152.9% | -178.5% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling