-99.9%
DFNS vs AWK
+12.9%
-112.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | +4.6% | +0.6% | +4.0% | +5.0% |
| 30D | -73.9% | +4.3% | -78.2% | -72.5% |
| 3M | -71.7% | +12.5% | -84.2% | -68.5% |
| 6M | -94.6% | +3.3% | -97.9% | -94.2% |
| YTD | -98.1% | +9.8% | -107.8% | -97.9% |
| 1Y | -98.3% | +2.9% | -101.2% | -98.2% |
| 3Y | -99.9% | +9.6% | -109.5% | -99.9% |
| 5Y | -99.9% | -16.7% | -83.2% | -99.8% |
| All | -99.9% | +12.9% | -112.8% | -99.8% |
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