-22.5%
DIS vs AWK
-2.4%
-20.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.7% | +0.3% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +9.2% | +14.3% | -5.1% | +5.8% |
| 3M | +13.5% | +10.3% | +3.2% | +10.9% |
| 6M | +14.3% | +18.9% | -4.7% | +9.7% |
| YTD | +5.4% | +17.7% | -12.3% | +1.1% |
| 1Y | +12.2% | +16.9% | -4.7% | +7.7% |
| 3Y | +37.2% | +32.2% | +5.0% | +21.5% |
| All | -22.5% | -2.4% | -20.1% | -25.4% |
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