-61.5%
DOCS vs AWK
+1.8%
-63.3%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.1% | -2.6% | -2.8% |
| 7D | -1.4% | +1.7% | -3.2% | -1.3% |
| 30D | +21.8% | +5.6% | +16.2% | +22.5% |
| 3M | +27.3% | +15.9% | +11.4% | +31.0% |
| 6M | -0.3% | +4.6% | -4.9% | -0.2% |
| YTD | -40.5% | +10.1% | -50.5% | -39.5% |
| 1Y | -61.5% | +2.1% | -63.6% | -61.7% |
| All | -61.5% | +1.8% | -63.3% | -61.7% |
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 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