+87.1%
DOCN vs AWK
+18.0%
+69.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -12.1% | +2.7% | -14.8% | -12.3% |
| 30D | -41.0% | +16.7% | -57.7% | -41.8% |
| 3M | -38.7% | +11.7% | -50.4% | -39.3% |
| 6M | -51.5% | +21.9% | -73.4% | -53.0% |
| YTD | +65.3% | +17.6% | +47.6% | +60.6% |
| 1Y | +53.9% | +19.8% | +34.1% | +48.5% |
| 3Y | +215.6% | +31.0% | +184.6% | +165.1% |
| 5Y | -26.2% | -3.0% | -23.2% | -30.9% |
| All | +87.1% | +18.0% | +69.1% | +49.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling