+86.2%
DOCN vs AWK
+16.7%
+69.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.4% | +4.7% | +1.7% |
| 7D | +27.4% | -3.2% | +30.6% | +22.9% |
| 30D | -29.7% | +13.5% | -43.2% | -18.3% |
| 3M | -32.5% | +9.4% | -41.8% | -23.6% |
| 6M | -42.2% | +16.4% | -58.5% | -29.8% |
| YTD | +87.2% | +15.4% | +71.7% | +125.4% |
| 1Y | +86.2% | +16.8% | +69.4% | +125.5% |
| All | +86.2% | +16.7% | +69.6% | +125.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling