-51.8%
FLUT vs AWK
-2.3%
-49.5%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -6.5% | +1.2% | -7.7% | -6.6% |
| 30D | +2.8% | +15.8% | -13.0% | +1.3% |
| 3M | -13.5% | +11.0% | -24.5% | -14.3% |
| 6M | -19.0% | +21.0% | -40.0% | -20.3% |
| YTD | -61.9% | +16.7% | -78.6% | -62.5% |
| 1Y | -63.2% | +17.2% | -80.4% | -63.9% |
| 3Y | -46.0% | +29.2% | -75.2% | -50.1% |
| 5Y | -51.8% | -2.3% | -49.5% | -53.3% |
| All | -51.8% | -2.3% | -49.5% | -53.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling