-95.6%
DFNS vs AWK
+12.0%
-107.6%
-95.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -14.3% |
| 7D | -44.0% | +4.1% | -48.1% | -40.0% |
| 30D | -69.1% | +18.0% | -87.1% | -57.5% |
| 3M | -95.6% | +12.2% | -107.8% | -94.6% |
| All | -95.6% | +12.0% | -107.6% | -94.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling