+1,043.1%
AWK vs DAR
+235.3%
+807.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.0% |
| 7D | +2.7% | -3.8% | +6.5% | +3.1% |
| 30D | +16.7% | -14.4% | +31.1% | +18.8% |
| 3M | +11.7% | -17.9% | +29.7% | +14.2% |
| 6M | +21.9% | -18.3% | +40.2% | +24.4% |
| YTD | +17.6% | +43.2% | -25.6% | +11.4% |
| 1Y | +19.8% | +57.7% | -37.9% | +12.0% |
| 3Y | +31.0% | +22.7% | +8.3% | +23.7% |
| 5Y | -3.0% | -34.0% | +31.1% | -2.2% |
| 10Y | +156.8% | +279.5% | -122.7% | +95.8% |
| All | +1,043.1% | +235.3% | +807.8% | +668.2% |
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