-99.9%
DFNS vs AWK
-15.0%
-84.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -1.0% |
| 7D | +0.8% | +2.2% | -1.4% | +2.7% |
| 30D | -73.2% | +4.4% | -77.7% | -71.5% |
| 3M | -72.4% | +15.4% | -87.8% | -68.2% |
| 6M | -95.2% | +3.5% | -98.7% | -94.8% |
| YTD | -98.0% | +9.8% | -107.8% | -97.7% |
| 1Y | -98.3% | +3.0% | -101.2% | -98.1% |
| 3Y | -99.9% | +9.7% | -109.5% | -99.9% |
| 5Y | -99.9% | -17.2% | -82.7% | -99.8% |
| All | -99.9% | -15.0% | -84.8% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling