-37.4%
DOCS vs AWK
+5.4%
-42.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | +0.1% | -2.6% | +2.7% | +0.6% |
| 30D | +8.7% | +14.2% | -5.5% | +5.7% |
| 3M | +32.9% | +10.0% | +22.8% | +30.2% |
| 6M | +25.5% | +17.1% | +8.4% | +21.5% |
| YTD | -25.0% | +16.1% | -41.1% | -27.7% |
| 1Y | -34.9% | +17.5% | -52.4% | -37.4% |
| 3Y | +39.3% | +29.3% | +10.0% | +21.9% |
| 5Y | -54.8% | -3.5% | -51.3% | -57.2% |
| All | -37.4% | +5.4% | -42.7% | -38.8% |
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