+969.7%
AWK vs DAR
+323.9%
+645.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +1.7% | +1.4% | +0.4% | +1.5% |
| 30D | +5.6% | +12.8% | -7.2% | +3.8% |
| 3M | +15.9% | +7.4% | +8.5% | +14.5% |
| 6M | +4.6% | +22.3% | -17.7% | +1.5% |
| YTD | +10.1% | +81.1% | -71.0% | +1.5% |
| 1Y | +2.1% | +106.5% | -104.4% | -7.8% |
| 3Y | +9.8% | +5.3% | +4.5% | +6.3% |
| 5Y | -15.4% | -11.5% | -3.8% | -17.8% |
| 10Y | +129.4% | +353.3% | -223.9% | +71.3% |
| All | +969.7% | +323.9% | +645.8% | +599.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling