+1,044.2%
AWK vs DVA
+601.0%
+443.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | +0.1% | -8.8% | +8.9% | +1.9% |
| 30D | +14.3% | -3.4% | +17.7% | +14.8% |
| 3M | +10.3% | -2.6% | +12.9% | +10.5% |
| 6M | +18.9% | -11.9% | +30.8% | +20.9% |
| YTD | +17.7% | +53.6% | -35.9% | +5.1% |
| 1Y | +16.9% | +41.9% | -25.0% | +6.2% |
| 3Y | +32.2% | +97.5% | -65.3% | +9.3% |
| 5Y | -2.2% | +65.0% | -67.1% | -19.1% |
| 10Y | +156.1% | +193.2% | -37.1% | +73.7% |
| All | +1,044.2% | +601.0% | +443.1% | +440.6% |
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