-100.0%
DFNS vs AWK
+21.1%
-121.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -4.5% |
| 7D | -6.0% | +0.1% | -6.1% | -6.0% |
| 30D | -71.2% | +14.3% | -85.5% | -68.1% |
| 3M | -94.5% | +10.3% | -104.8% | -94.0% |
| 6M | -96.5% | +18.9% | -115.5% | -96.0% |
| YTD | -99.6% | +17.7% | -117.3% | -99.6% |
| 1Y | -99.7% | +16.9% | -116.5% | -99.6% |
| 3Y | -100.0% | +32.2% | -132.2% | -100.0% |
| 5Y | -100.0% | -2.2% | -97.8% | -100.0% |
| All | -100.0% | +21.1% | -121.1% | -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