+59.1%
DIA vs AWK
-3.5%
+62.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | -1.6% | 0.0% | -1.6% | -1.7% |
| 30D | +1.3% | +15.5% | -14.2% | -1.6% |
| 3M | -2.1% | +10.0% | -12.1% | -4.0% |
| 6M | +6.2% | +20.4% | -14.2% | +2.1% |
| YTD | +10.3% | +17.1% | -6.7% | +6.3% |
| 1Y | +11.0% | +18.3% | -7.3% | +6.6% |
| 3Y | +60.4% | +30.4% | +30.0% | +45.0% |
| 5Y | +59.1% | -2.7% | +61.7% | +53.2% |
| All | +59.1% | -3.5% | +62.6% | +53.2% |
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