+348.6%
DIS vs AWK
+1,042.6%
-694.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.1% |
| 7D | +5.2% | +4.1% | +1.1% | +3.7% |
| 30D | +11.5% | +18.0% | -6.5% | +4.7% |
| 3M | +11.5% | +12.2% | -0.7% | +6.7% |
| 6M | +8.9% | +21.2% | -12.4% | +1.0% |
| YTD | +3.4% | +17.6% | -14.1% | -3.4% |
| 1Y | +7.2% | +19.2% | -12.0% | -0.6% |
| 3Y | +43.3% | +26.7% | +16.6% | +25.6% |
| 5Y | -31.4% | -1.3% | -30.1% | -34.0% |
| 10Y | +37.1% | +159.7% | -122.6% | -19.2% |
| All | +348.6% | +1,042.6% | -694.0% | +5.1% |
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 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