-31.9%
DIS vs AWK
-1.1%
-30.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | +5.2% | +4.1% | +1.1% | +4.2% |
| 30D | +11.5% | +18.0% | -6.5% | +7.2% |
| 3M | +11.5% | +12.2% | -0.7% | +8.5% |
| 6M | +8.9% | +21.2% | -12.4% | +4.0% |
| YTD | +3.4% | +17.6% | -14.1% | -0.8% |
| 1Y | +7.2% | +19.2% | -12.0% | +2.4% |
| 3Y | +43.3% | +26.7% | +16.6% | +29.2% |
| All | -31.9% | -1.1% | -30.8% | -36.6% |
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