-49.2%
FLUT vs AWK
-15.0%
-34.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +3.8% | +2.2% | +1.6% | +3.6% |
| 30D | +6.3% | +4.4% | +1.9% | +6.0% |
| 3M | -4.0% | +15.4% | -19.4% | -4.9% |
| 6M | -10.3% | +3.5% | -13.8% | -10.6% |
| YTD | -53.2% | +9.8% | -63.0% | -53.6% |
| 1Y | -65.0% | +3.0% | -68.0% | -65.1% |
| 3Y | -43.9% | +9.7% | -53.6% | -45.8% |
| 5Y | -49.2% | -17.2% | -32.1% | -50.9% |
| All | -49.2% | -15.0% | -34.2% | -50.9% |
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 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