-100.0%
DFNS vs AWK
+21.0%
-120.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +0.8% | +12.1% | +13.4% |
| 7D | -37.0% | +2.7% | -39.7% | -35.5% |
| 30D | -63.4% | +16.7% | -80.1% | -58.9% |
| 3M | -94.1% | +11.7% | -105.8% | -93.4% |
| 6M | -96.3% | +21.9% | -118.2% | -95.6% |
| YTD | -99.6% | +17.6% | -117.2% | -99.5% |
| 1Y | -99.7% | +19.8% | -119.5% | -99.6% |
| 3Y | -100.0% | +31.0% | -131.0% | -100.0% |
| 5Y | -100.0% | -3.0% | -97.0% | -100.0% |
| All | -100.0% | +21.0% | -120.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling