-16.7%
AWK vs DG
-39.5%
+22.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.4% |
| 7D | +0.6% | -4.8% | +5.4% | +1.3% |
| 30D | +4.3% | +1.8% | +2.5% | +3.9% |
| 3M | +12.5% | +14.5% | -1.9% | +10.0% |
| 6M | +3.3% | -13.6% | +16.9% | +5.2% |
| YTD | +9.8% | -4.8% | +14.6% | +10.0% |
| 1Y | +2.9% | +21.6% | -18.7% | -1.4% |
| 3Y | +9.6% | +4.5% | +5.1% | +3.9% |
| 5Y | -16.7% | -38.5% | +21.8% | -11.1% |
| All | -16.7% | -39.5% | +22.9% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling