+969.7%
AWK vs D
+230.7%
+739.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | +0.8% |
| 7D | +1.7% | +0.4% | +1.3% | +1.4% |
| 30D | +5.6% | -3.6% | +9.1% | +8.0% |
| 3M | +15.9% | -1.0% | +16.9% | +16.6% |
| 6M | +4.6% | +6.3% | -1.7% | -0.1% |
| YTD | +10.1% | +14.7% | -4.7% | -0.1% |
| 1Y | +2.1% | +16.9% | -14.8% | -8.8% |
| 3Y | +9.8% | +56.8% | -46.9% | -20.5% |
| 5Y | -15.4% | +5.2% | -20.6% | -20.8% |
| 10Y | +129.4% | +35.9% | +93.5% | +80.4% |
| All | +969.7% | +230.7% | +739.0% | +372.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling