+991.3%
DE vs AWK
+969.7%
+21.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +10.0% | +1.7% | +8.3% | +9.3% |
| 30D | +13.3% | +5.6% | +7.7% | +10.8% |
| 3M | +17.5% | +15.9% | +1.6% | +10.5% |
| 6M | +13.6% | +4.6% | +9.0% | +11.0% |
| YTD | +49.8% | +10.1% | +39.7% | +43.1% |
| 1Y | +47.9% | +2.1% | +45.8% | +45.1% |
| 3Y | +72.5% | +9.8% | +62.7% | +61.0% |
| 5Y | +90.2% | -15.4% | +105.6% | +94.7% |
| 10Y | +865.4% | +129.4% | +736.0% | +496.6% |
| All | +991.3% | +969.7% | +21.7% | +164.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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