-2.7%
AWK vs DG
-32.2%
+29.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | -3.0% | +3.0% | +0.5% |
| 30D | +15.5% | +8.6% | +6.9% | +14.0% |
| 3M | +10.0% | +15.0% | -5.0% | +7.4% |
| 6M | +20.4% | +32.7% | -12.3% | +14.8% |
| YTD | +17.1% | +5.5% | +11.6% | +15.3% |
| 1Y | +18.3% | +34.6% | -16.3% | +11.4% |
| 3Y | +30.4% | +24.2% | +6.1% | +19.5% |
| 5Y | -2.7% | -32.3% | +29.6% | +3.4% |
| All | -2.7% | -32.2% | +29.5% | +3.4% |
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 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