+969.7%
AWK vs DKS
+637.3%
+332.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +1.7% | +3.0% | -1.3% | +1.4% |
| 30D | +5.6% | -30.5% | +36.1% | +8.7% |
| 3M | +15.9% | -35.7% | +51.6% | +20.2% |
| 6M | +4.6% | -29.7% | +34.3% | +7.3% |
| YTD | +10.1% | -28.9% | +38.9% | +12.7% |
| 1Y | +2.1% | -35.9% | +38.0% | +5.4% |
| 3Y | +9.8% | +28.2% | -18.3% | +2.1% |
| 5Y | -15.4% | +11.8% | -27.2% | -22.2% |
| 10Y | +129.4% | +211.6% | -82.2% | +72.9% |
| All | +969.7% | +637.3% | +332.4% | +509.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling