-16.7%
AWK vs DBX
+8.9%
-25.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.2% |
| 7D | +0.6% | +0.3% | +0.3% | +0.6% |
| 30D | +4.3% | 0.0% | +4.3% | +4.2% |
| 3M | +12.5% | +26.1% | -13.6% | +10.2% |
| 6M | +3.3% | +29.4% | -26.1% | +0.7% |
| YTD | +9.8% | +24.4% | -14.7% | +7.4% |
| 1Y | +2.9% | +10.9% | -8.0% | +1.8% |
| 3Y | +9.6% | +24.1% | -14.5% | +4.7% |
| 5Y | -16.7% | +7.8% | -24.4% | -27.0% |
| All | -16.7% | +8.9% | -25.5% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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