+158.6%
AWK vs DD
+97.1%
+61.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | +0.1% | +5.0% | -4.8% | -0.7% |
| 30D | +14.3% | +19.7% | -5.4% | +10.7% |
| 3M | +10.3% | +7.2% | +3.1% | +8.8% |
| 6M | +18.9% | +1.0% | +17.9% | +18.3% |
| YTD | +17.7% | +29.1% | -11.4% | +11.3% |
| 1Y | +16.9% | +28.5% | -11.6% | +10.5% |
| 3Y | +32.2% | +89.4% | -57.3% | +13.6% |
| 5Y | -2.2% | +67.1% | -69.3% | -15.2% |
| All | +158.6% | +97.1% | +61.4% | +100.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling