+1,034.4%
AWK vs DAR
+241.5%
+792.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.7% | -5.4% | -1.3% |
| 7D | +1.2% | -2.8% | +4.0% | +1.5% |
| 30D | +15.8% | -12.8% | +28.6% | +17.6% |
| 3M | +11.0% | -11.6% | +22.6% | +12.4% |
| 6M | +21.0% | -16.8% | +37.8% | +23.2% |
| YTD | +16.7% | +45.9% | -29.2% | +10.3% |
| 1Y | +17.2% | +61.5% | -44.3% | +9.2% |
| 3Y | +29.2% | +23.0% | +6.2% | +22.0% |
| 5Y | -2.3% | -35.8% | +33.5% | -1.1% |
| 10Y | +150.5% | +280.4% | -129.8% | +90.9% |
| All | +1,034.4% | +241.5% | +792.9% | +660.6% |
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