+2.1%
AWK vs DKS
-32.3%
+34.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.7% | +3.0% | -1.3% | +1.6% |
| 30D | +5.6% | -30.5% | +36.1% | +6.3% |
| 3M | +15.9% | -35.7% | +51.6% | +17.0% |
| 6M | +4.6% | -29.7% | +34.3% | +6.2% |
| YTD | +10.1% | -28.9% | +38.9% | +12.1% |
| 1Y | +2.1% | -35.9% | +38.0% | +3.3% |
| All | +2.1% | -32.3% | +34.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 1y: compounded portfolio wealth divided by compounded DKS 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…
1y analysis · Full analysis span regression · 6 months rolling