+128.5%
AWK vs DVA
+187.8%
-59.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.7% | -1.6% |
| 7D | -2.1% | -1.3% | -0.8% | -1.9% |
| 30D | +2.1% | 0.0% | +2.0% | +2.0% |
| 3M | +11.4% | -10.9% | +22.3% | +13.0% |
| 6M | +3.9% | +17.3% | -13.4% | +0.1% |
| YTD | +7.7% | +59.8% | -52.1% | -2.3% |
| 1Y | +1.3% | +36.3% | -35.0% | -5.4% |
| 3Y | +7.2% | +88.6% | -81.4% | -7.9% |
| 5Y | -17.0% | +47.5% | -64.5% | -26.8% |
| All | +128.5% | +187.8% | -59.3% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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