+20.0%
AWK vs D
+23.9%
-3.9%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +4.4% | -2.3% | +0.2% |
| 7D | +7.0% | +8.5% | -1.5% | +3.3% |
| 30D | +17.0% | +14.3% | +2.7% | +10.7% |
| 3M | +12.4% | +1.8% | +10.6% | +10.7% |
| 6M | +19.6% | +13.0% | +6.5% | +14.7% |
| YTD | +17.0% | +22.7% | -5.7% | +9.2% |
| 1Y | +20.0% | +22.6% | -2.6% | +12.0% |
| All | +20.0% | +23.9% | -3.9% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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