+1,043.1%
AWK vs DRI
+1,212.1%
-169.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.2% | +0.8% |
| 7D | +2.7% | +4.2% | -1.5% | +1.9% |
| 30D | +16.7% | +15.7% | +1.0% | +13.7% |
| 3M | +11.7% | +5.8% | +6.0% | +10.5% |
| 6M | +21.9% | +18.4% | +3.5% | +18.1% |
| YTD | +17.6% | +28.2% | -10.6% | +11.9% |
| 1Y | +19.8% | +35.9% | -16.1% | +12.8% |
| 3Y | +31.0% | +67.7% | -36.8% | +17.4% |
| 5Y | -3.0% | +77.9% | -80.9% | -14.7% |
| 10Y | +156.8% | +338.7% | -181.9% | +78.1% |
| All | +1,043.1% | +1,212.1% | -169.0% | +430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling