-14.8%
AWK vs D
+5.6%
-20.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.7% | +1.5% | +0.3% | +0.9% |
| 30D | +5.6% | -2.6% | +8.2% | +7.1% |
| 3M | +15.9% | 0.0% | +15.8% | +15.9% |
| 6M | +4.6% | +7.4% | -2.8% | -0.1% |
| YTD | +10.1% | +15.9% | -5.8% | +0.2% |
| 1Y | +2.1% | +18.1% | -16.0% | -8.4% |
| 3Y | +9.8% | +58.4% | -48.5% | -18.9% |
| All | -14.8% | +5.6% | -20.4% | -15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling