+9.7%
AWK vs DG
+10.3%
-0.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.0% | +3.8% | +0.2% |
| 7D | +2.2% | -2.5% | +4.6% | +2.5% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | +15.4% | +20.3% | -4.9% | +12.8% |
| 6M | +3.5% | -11.7% | +15.3% | +4.8% |
| YTD | +9.8% | -2.3% | +12.1% | +9.7% |
| 1Y | +3.0% | +20.0% | -17.0% | -0.1% |
| 3Y | +9.7% | +7.2% | +2.4% | +1.9% |
| All | +9.7% | +10.3% | -0.7% | +1.9% |
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