+2.1%
AWK vs DG
+23.4%
-21.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.2% |
| 7D | +1.7% | +8.4% | -6.7% | +1.2% |
| 30D | +5.6% | +4.9% | +0.6% | +5.2% |
| 3M | +15.9% | +29.3% | -13.5% | +14.4% |
| 6M | +4.6% | -11.3% | +15.8% | +5.2% |
| YTD | +10.1% | +1.8% | +8.3% | +9.9% |
| 1Y | +2.1% | +25.3% | -23.2% | +1.4% |
| All | +2.1% | +23.4% | -21.3% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling