-100.0%
DFNS vs AWK
+24.3%
-124.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -1.4% | -10.8% | -14.4% |
| 7D | -44.0% | +4.1% | -48.1% | -39.8% |
| 30D | -69.1% | +18.0% | -87.1% | -59.8% |
| 3M | -95.6% | +12.2% | -107.8% | -94.5% |
| 6M | -96.2% | +21.2% | -117.4% | -94.6% |
| YTD | -99.6% | +17.6% | -117.2% | -99.5% |
| 1Y | -99.7% | +19.2% | -119.0% | -99.6% |
| 3Y | -100.0% | +26.7% | -126.7% | -100.0% |
| All | -100.0% | +24.3% | -124.3% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling