-16.7%
AWK vs DD
+59.3%
-76.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.3% |
| 7D | +0.6% | -3.8% | +4.4% | +1.1% |
| 30D | +4.3% | -9.2% | +13.5% | +5.5% |
| 3M | +12.5% | -9.0% | +21.5% | +13.7% |
| 6M | +3.3% | -5.0% | +8.3% | +3.5% |
| YTD | +9.8% | +7.4% | +2.4% | +7.5% |
| 1Y | +2.9% | +35.1% | -32.2% | -3.2% |
| 3Y | +9.6% | +43.2% | -33.6% | +0.2% |
| 5Y | -16.7% | +59.6% | -76.3% | -29.0% |
| All | -16.7% | +59.3% | -76.0% | -29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling