+1,034.4%
AWK vs DRI
+1,218.5%
-184.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -1.0% |
| 7D | +1.2% | +3.1% | -1.9% | +0.7% |
| 30D | +15.8% | +16.2% | -0.5% | +12.8% |
| 3M | +11.0% | +8.4% | +2.6% | +9.3% |
| 6M | +21.0% | +19.0% | +2.0% | +17.1% |
| YTD | +16.7% | +28.8% | -12.1% | +11.0% |
| 1Y | +17.2% | +33.1% | -16.0% | +10.7% |
| 3Y | +29.2% | +70.8% | -41.6% | +15.4% |
| 5Y | -2.3% | +74.2% | -76.5% | -13.8% |
| 10Y | +150.5% | +345.5% | -195.0% | +73.2% |
| All | +1,034.4% | +1,218.5% | -184.0% | +426.4% |
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 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