+212.4%
FLUT vs AWK
+969.7%
-757.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.0% | -2.2% |
| 7D | -1.6% | +1.7% | -3.4% | -1.7% |
| 30D | +7.7% | +5.6% | +2.2% | +7.5% |
| 3M | -0.7% | +15.9% | -16.6% | -1.3% |
| 6M | -11.2% | +4.6% | -15.7% | -11.4% |
| YTD | -53.4% | +10.1% | -63.5% | -53.7% |
| 1Y | -65.8% | +2.1% | -67.9% | -65.8% |
| 3Y | -44.9% | +9.8% | -54.8% | -45.6% |
| 5Y | -49.7% | -15.4% | -34.3% | -49.9% |
| 10Y | -9.7% | +129.4% | -139.1% | -13.6% |
| All | +212.4% | +969.7% | -757.3% | +152.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling