+19.2%
AWK vs DOC
+20.9%
-1.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.5% |
| 7D | +4.1% | +6.5% | -2.4% | +3.0% |
| 30D | +18.0% | +9.2% | +8.8% | +16.2% |
| 3M | +12.2% | -2.5% | +14.7% | +12.0% |
| 6M | +21.2% | +7.1% | +14.2% | +20.3% |
| YTD | +17.6% | +33.0% | -15.4% | +14.4% |
| 1Y | +19.2% | +23.3% | -4.0% | +17.4% |
| All | +19.2% | +20.9% | -1.7% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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