+969.7%
AWK vs DVA
+638.9%
+330.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | +1.7% | +1.8% | -0.1% | +1.4% |
| 30D | +5.6% | -2.5% | +8.1% | +6.0% |
| 3M | +15.9% | -4.3% | +20.1% | +16.2% |
| 6M | +4.6% | +18.9% | -14.3% | -0.4% |
| YTD | +10.1% | +61.9% | -51.9% | -2.5% |
| 1Y | +2.1% | +35.7% | -33.6% | -6.1% |
| 3Y | +9.8% | +78.6% | -68.8% | -7.4% |
| 5Y | -15.4% | +39.2% | -54.6% | -26.5% |
| 10Y | +129.4% | +184.0% | -54.6% | +57.9% |
| All | +969.7% | +638.9% | +330.8% | +401.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling