+1,042.6%
AWK vs D
+244.6%
+798.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -0.4% |
| 7D | +4.1% | +3.0% | +1.1% | +2.1% |
| 30D | +18.0% | +11.5% | +6.5% | +10.1% |
| 3M | +12.2% | +3.7% | +8.5% | +9.5% |
| 6M | +21.2% | +13.5% | +7.7% | +11.2% |
| YTD | +17.6% | +20.7% | -3.2% | +3.3% |
| 1Y | +19.2% | +18.2% | +1.0% | +5.9% |
| 3Y | +26.7% | +73.3% | -46.6% | -13.7% |
| 5Y | -1.3% | +12.3% | -13.6% | -11.4% |
| 10Y | +159.7% | +43.4% | +116.3% | +97.3% |
| All | +1,042.6% | +244.6% | +798.0% | +391.9% |
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