-26.8%
FLUT vs AWK
+157.1%
-183.9%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.1% |
| 7D | -0.7% | +0.1% | -0.8% | -0.7% |
| 30D | +9.3% | +14.3% | -5.0% | +8.4% |
| 3M | -17.5% | +10.3% | -27.8% | -18.0% |
| 6M | -14.6% | +18.9% | -33.6% | -15.4% |
| YTD | -62.3% | +17.7% | -80.0% | -62.7% |
| 1Y | -59.6% | +16.9% | -76.5% | -60.0% |
| 3Y | -45.3% | +32.2% | -77.5% | -47.2% |
| 5Y | -50.4% | -2.2% | -48.3% | -51.1% |
| All | -26.8% | +157.1% | -183.9% | -29.9% |
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