-22.9%
FLUT vs AWK
+156.2%
-179.1%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.1% | +3.6% |
| 7D | +4.5% | 0.0% | +4.5% | +4.5% |
| 30D | +9.2% | +15.5% | -6.3% | +8.3% |
| 3M | -13.7% | +10.0% | -23.7% | -14.2% |
| 6M | -9.0% | +20.4% | -29.4% | -9.9% |
| YTD | -60.2% | +17.1% | -77.3% | -60.6% |
| 1Y | -63.1% | +18.3% | -81.4% | -63.5% |
| 3Y | -42.5% | +30.4% | -72.8% | -44.3% |
| 5Y | -47.6% | -2.7% | -44.9% | -48.3% |
| 10Y | -22.9% | +154.7% | -177.6% | -25.8% |
| All | -22.9% | +156.2% | -179.1% | -25.8% |
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