+154.7%
AWK vs DAR
+290.1%
-135.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.5% | -1.1% |
| 7D | 0.0% | +3.6% | -3.6% | -0.5% |
| 30D | +15.5% | -11.3% | +26.8% | +17.1% |
| 3M | +10.0% | -13.1% | +23.1% | +11.6% |
| 6M | +20.4% | -15.1% | +35.5% | +22.3% |
| YTD | +17.1% | +50.5% | -33.4% | +9.7% |
| 1Y | +18.3% | +57.9% | -39.7% | +10.0% |
| 3Y | +30.4% | +28.9% | +1.4% | +22.0% |
| 5Y | -2.7% | -31.4% | +28.8% | -1.1% |
| 10Y | +154.7% | +301.0% | -146.3% | +76.9% |
| All | +154.7% | +290.1% | -135.4% | +76.9% |
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