-22.6%
FPS vs AWK
+22.2%
-44.9%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +2.2% | -19.5% | -13.9% |
| 7D | -23.3% | +7.0% | -30.4% | -14.3% |
| 30D | -42.4% | +17.0% | -59.5% | -26.3% |
| 3M | -43.0% | +12.4% | -55.4% | -30.4% |
| 6M | -44.5% | +19.6% | -64.1% | -25.8% |
| All | -22.6% | +22.2% | -44.9% | +5.4% |
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