-38.0%
DOCS vs AWK
+5.9%
-43.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.2% |
| 30D | +7.8% | +15.8% | -8.0% | +4.5% |
| 3M | +20.0% | +11.0% | +8.9% | +17.4% |
| 6M | +26.5% | +21.0% | +5.5% | +21.7% |
| YTD | -25.8% | +16.7% | -42.5% | -28.5% |
| 1Y | -39.5% | +17.2% | -56.6% | -41.7% |
| 3Y | +60.3% | +29.2% | +31.2% | +40.6% |
| 5Y | -57.0% | -2.3% | -54.7% | -59.3% |
| All | -38.0% | +5.9% | -43.9% | -39.4% |
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