-37.1%
DOCS vs AWK
+6.8%
-43.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -0.9% | +0.1% |
| 7D | +2.6% | +0.1% | +2.4% | +2.5% |
| 30D | +11.4% | +14.3% | -2.8% | +8.4% |
| 3M | +25.4% | +10.3% | +15.1% | +22.8% |
| 6M | +42.5% | +18.9% | +23.6% | +37.5% |
| YTD | -24.7% | +17.7% | -42.4% | -27.6% |
| 1Y | -32.9% | +16.9% | -49.8% | -35.4% |
| 3Y | +39.6% | +32.2% | +7.4% | +21.4% |
| 5Y | -54.6% | -2.2% | -52.5% | -57.2% |
| All | -37.1% | +6.8% | -43.9% | -38.7% |
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