+128.5%
AWK vs DKS
+203.5%
-75.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -3.0% | -1.6% |
| 7D | -2.1% | -3.0% | +0.8% | -2.0% |
| 30D | +2.1% | -33.4% | +35.4% | +4.4% |
| 3M | +11.4% | -39.4% | +50.7% | +14.6% |
| 6M | +3.9% | -30.1% | +34.0% | +5.8% |
| YTD | +7.7% | -31.0% | +38.7% | +9.6% |
| 1Y | +1.3% | -40.2% | +41.5% | +3.9% |
| 3Y | +7.2% | +30.9% | -23.8% | +0.8% |
| 5Y | -17.0% | +14.0% | -31.0% | -22.7% |
| All | +128.5% | +203.5% | -75.0% | +80.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling