-15.7%
AWK vs DVA
+40.8%
-56.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.3% |
| 7D | -0.7% | -0.2% | -0.6% | -0.7% |
| 30D | +2.8% | +1.7% | +1.1% | +2.6% |
| 3M | +11.3% | -8.7% | +20.0% | +12.0% |
| 6M | +6.7% | +19.7% | -12.9% | +4.3% |
| YTD | +9.4% | +59.6% | -50.2% | +3.4% |
| 1Y | +3.7% | +37.1% | -33.4% | -0.3% |
| 3Y | +9.2% | +89.8% | -80.5% | +0.9% |
| 5Y | -15.7% | +47.4% | -63.1% | -24.7% |
| All | -15.7% | +40.8% | -56.6% | -24.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling