-2.3%
AWK vs DRI
+76.5%
-78.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +1.2% | +3.1% | -1.9% | +0.6% |
| 30D | +15.8% | +16.2% | -0.5% | +12.6% |
| 3M | +11.0% | +8.4% | +2.6% | +9.2% |
| 6M | +21.0% | +19.0% | +2.0% | +16.9% |
| YTD | +16.7% | +28.8% | -12.1% | +10.4% |
| 1Y | +17.2% | +33.1% | -16.0% | +10.0% |
| 3Y | +29.2% | +70.8% | -41.6% | +12.1% |
| 5Y | -2.3% | +74.2% | -76.5% | -17.5% |
| All | -2.3% | +76.5% | -78.8% | -17.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling