+136.1%
AWK vs DRI
+348.4%
-212.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.2% |
| 7D | +0.6% | -4.8% | +5.4% | +1.3% |
| 30D | +4.3% | -3.9% | +8.2% | +4.8% |
| 3M | +12.5% | +5.1% | +7.5% | +11.6% |
| 6M | +3.3% | +5.5% | -2.2% | +2.3% |
| YTD | +9.8% | +16.5% | -6.7% | +7.0% |
| 1Y | +2.9% | +2.0% | +0.9% | +2.1% |
| 3Y | +9.6% | +54.5% | -44.9% | +1.6% |
| 5Y | -16.7% | +66.6% | -83.2% | -24.2% |
| 10Y | +136.1% | +353.6% | -217.5% | +90.4% |
| All | +136.1% | +348.4% | -212.4% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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