+31.4%
AWK vs DG
+24.7%
+6.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.4% |
| 30D | +15.5% | +8.6% | +6.9% | +14.3% |
| 3M | +10.0% | +15.0% | -5.0% | +8.0% |
| 6M | +20.4% | +32.7% | -12.3% | +16.3% |
| YTD | +17.1% | +5.5% | +11.6% | +15.8% |
| 1Y | +18.3% | +34.6% | -16.3% | +13.2% |
| All | +31.4% | +24.7% | +6.7% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling