-64.1%
FLUT vs AWK
+19.1%
-83.2%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.1% | +0.6% |
| 7D | -1.5% | +2.7% | -4.2% | -1.5% |
| 30D | +3.4% | +16.7% | -13.2% | +4.1% |
| 3M | -12.5% | +11.7% | -24.2% | -12.2% |
| 6M | -18.5% | +21.9% | -40.4% | -15.5% |
| YTD | -61.6% | +17.6% | -79.2% | -60.5% |
| 1Y | -64.1% | +19.8% | -83.9% | -62.0% |
| All | -64.1% | +19.1% | -83.2% | -62.0% |
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