+932.1%
AWK vs DG
+606.1%
+326.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.4% |
| 7D | +1.7% | +8.4% | -6.7% | +0.2% |
| 30D | +5.6% | +4.9% | +0.6% | +4.6% |
| 3M | +15.9% | +29.3% | -13.5% | +10.3% |
| 6M | +4.6% | -11.3% | +15.8% | +6.3% |
| YTD | +10.1% | +1.8% | +8.3% | +8.9% |
| 1Y | +2.1% | +25.3% | -23.2% | -3.4% |
| 3Y | +9.8% | +9.1% | +0.8% | +3.2% |
| 5Y | -15.4% | -34.9% | +19.5% | -12.4% |
| 10Y | +129.4% | +108.2% | +21.2% | +99.1% |
| All | +932.1% | +606.1% | +326.0% | +646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling