+132.1%
AWK vs DD
+67.0%
+65.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.1% | -0.3% |
| 7D | -0.7% | -2.9% | +2.2% | -0.3% |
| 30D | +2.8% | -11.5% | +14.3% | +4.9% |
| 3M | +11.3% | -5.4% | +16.7% | +12.2% |
| 6M | +6.7% | -6.9% | +13.6% | +7.5% |
| YTD | +9.4% | +6.9% | +2.5% | +7.0% |
| 1Y | +3.7% | +35.6% | -31.9% | -3.3% |
| 3Y | +9.2% | +42.5% | -33.3% | -0.9% |
| 5Y | -15.7% | +58.5% | -74.2% | -26.6% |
| All | +132.1% | +67.0% | +65.0% | +70.1% |
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