+1,043.1%
AWK vs DD
+270.7%
+772.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.4% | +0.6% |
| 7D | +2.7% | +2.2% | +0.5% | +2.2% |
| 30D | +16.7% | +20.7% | -4.0% | +12.6% |
| 3M | +11.7% | +11.3% | +0.4% | +9.3% |
| 6M | +21.9% | +6.0% | +15.9% | +20.1% |
| YTD | +17.6% | +31.7% | -14.1% | +10.6% |
| 1Y | +19.8% | +32.2% | -12.4% | +12.5% |
| 3Y | +31.0% | +92.7% | -61.7% | +12.2% |
| 5Y | -3.0% | +72.1% | -75.1% | -16.1% |
| 10Y | +156.8% | +99.7% | +57.1% | +101.0% |
| All | +1,043.1% | +270.7% | +772.4% | +757.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling