-100.0%
DFNS vs AWK
+20.1%
-120.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -3.5% |
| 7D | -42.8% | +1.2% | -44.0% | -42.0% |
| 30D | -67.6% | +15.8% | -83.3% | -63.8% |
| 3M | -94.9% | +11.0% | -105.9% | -94.3% |
| 6M | -96.7% | +21.0% | -117.7% | -96.2% |
| YTD | -99.6% | +16.7% | -116.3% | -99.5% |
| 1Y | -99.7% | +17.2% | -116.9% | -99.7% |
| 3Y | -100.0% | +29.2% | -129.2% | -100.0% |
| 5Y | -100.0% | -2.3% | -97.7% | -100.0% |
| All | -100.0% | +20.1% | -120.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling