-2.3%
AWK vs DAR
-37.0%
+34.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.1% |
| 7D | +1.2% | -2.8% | +4.0% | +1.4% |
| 30D | +15.8% | -12.8% | +28.6% | +16.9% |
| 3M | +11.0% | -11.6% | +22.6% | +11.8% |
| 6M | +21.0% | -16.8% | +37.8% | +22.4% |
| YTD | +16.7% | +45.9% | -29.2% | +11.9% |
| 1Y | +17.2% | +61.5% | -44.3% | +11.2% |
| 3Y | +29.2% | +23.0% | +6.2% | +24.9% |
| 5Y | -2.3% | -35.8% | +33.5% | +4.1% |
| All | -2.3% | -37.0% | +34.7% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling