+1,058.8%
AWK vs DECK
+1,239.0%
-180.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.0% |
| 7D | +7.2% | +6.0% | +1.2% | +6.6% |
| 30D | +19.0% | +7.4% | +11.6% | +18.3% |
| 3M | +14.4% | -11.7% | +26.0% | +15.4% |
| 6M | +22.6% | -11.0% | +33.6% | +23.5% |
| YTD | +19.2% | -15.4% | +34.6% | +20.2% |
| 1Y | +19.6% | +7.2% | +12.3% | +18.1% |
| 3Y | +26.1% | -11.8% | +37.9% | +22.7% |
| 5Y | +0.1% | +24.3% | -24.3% | -7.5% |
| 10Y | +163.3% | +907.5% | -744.2% | +90.5% |
| All | +1,058.8% | +1,239.0% | -180.2% | +633.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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