+516.4%
DIA vs AWK
+1,028.7%
-512.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | +1.6% | -2.6% | +4.2% | +2.5% |
| 30D | +1.2% | +14.2% | -12.9% | -3.7% |
| 3M | -2.4% | +10.0% | -12.4% | -6.0% |
| 6M | +5.7% | +17.1% | -11.4% | -0.8% |
| YTD | +9.9% | +16.1% | -6.2% | +2.9% |
| 1Y | +9.8% | +17.5% | -7.7% | +2.2% |
| 3Y | +59.8% | +29.3% | +30.4% | +39.1% |
| 5Y | +57.7% | -3.5% | +61.2% | +52.8% |
| 10Y | +235.8% | +152.7% | +83.1% | +109.2% |
| All | +516.4% | +1,028.7% | -512.3% | +68.9% |
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