+8.1%
FPS vs AWK
+14.9%
-6.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.3% |
| 7D | +3.1% | +1.7% | +1.4% | +5.2% |
| 30D | -18.6% | +5.6% | -24.1% | -12.6% |
| 3M | -51.5% | +15.9% | -67.3% | -41.2% |
| 6M | -8.5% | +4.6% | -13.1% | +1.5% |
| All | +8.1% | +14.9% | -6.8% | +29.4% |
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 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