+251.0%
DIA vs AWK
+128.1%
+123.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.2% | +0.6% | -1.8% | -1.4% |
| 30D | -2.7% | +4.3% | -7.0% | -4.0% |
| 3M | +3.3% | +12.5% | -9.3% | -0.7% |
| 6M | +10.4% | +3.3% | +7.1% | +8.8% |
| YTD | +10.0% | +9.8% | +0.2% | +6.0% |
| 1Y | +16.2% | +2.9% | +13.3% | +14.0% |
| 3Y | +58.7% | +9.6% | +49.1% | +48.9% |
| 5Y | +63.6% | -16.7% | +80.2% | +68.9% |
| 10Y | +251.0% | +136.1% | +114.9% | +162.1% |
| All | +251.0% | +128.1% | +123.0% | +162.1% |
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