+132.1%
AWK vs DAR
+375.1%
-243.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.1% |
| 7D | -0.7% | +0.9% | -1.7% | -0.9% |
| 30D | +2.8% | +6.4% | -3.7% | +1.8% |
| 3M | +11.3% | +13.2% | -1.9% | +9.2% |
| 6M | +6.7% | +26.2% | -19.5% | +3.0% |
| YTD | +9.4% | +84.4% | -75.0% | +0.1% |
| 1Y | +3.7% | +112.0% | -108.3% | -7.3% |
| 3Y | +9.2% | +13.4% | -4.1% | +5.3% |
| 5Y | -15.7% | -6.0% | -9.7% | -18.3% |
| All | +132.1% | +375.1% | -243.0% | +57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling