-11.0%
FLUT vs AWK
+135.6%
-146.6%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -3.6% | -0.7% | -2.8% | -3.5% |
| 30D | -0.3% | +2.8% | -3.1% | -0.5% |
| 3M | -12.6% | +11.3% | -23.9% | -13.1% |
| 6M | -8.0% | +6.7% | -14.7% | -8.3% |
| YTD | -54.1% | +9.4% | -63.5% | -54.4% |
| 1Y | -66.1% | +3.7% | -69.8% | -66.2% |
| 3Y | -45.0% | +9.2% | -54.3% | -46.0% |
| 5Y | -51.2% | -15.7% | -35.5% | -51.6% |
| All | -11.0% | +135.6% | -146.6% | -13.2% |
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 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