+304.6%
DIS vs AWK
+969.7%
-665.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.6% | +1.7% | -4.3% | -3.2% |
| 30D | +3.5% | +5.6% | -2.1% | +1.4% |
| 3M | +6.8% | +15.9% | -9.0% | +1.0% |
| 6M | +3.0% | +4.6% | -1.6% | +0.8% |
| YTD | -6.7% | +10.1% | -16.8% | -10.6% |
| 1Y | -10.1% | +2.1% | -12.2% | -11.7% |
| 3Y | +33.0% | +9.8% | +23.2% | +23.4% |
| 5Y | -40.0% | -15.4% | -24.6% | -38.6% |
| 10Y | +21.1% | +129.4% | -108.3% | -24.8% |
| All | +304.6% | +969.7% | -665.0% | -2.7% |
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