-55.0%
DOCS vs AWK
-1.3%
-53.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.1% | -1.5% |
| 7D | -0.6% | +2.7% | -3.2% | -1.1% |
| 30D | +6.3% | +16.7% | -10.4% | +2.6% |
| 3M | +26.5% | +11.7% | +14.7% | +23.3% |
| 6M | +24.8% | +21.9% | +2.9% | +19.4% |
| YTD | -26.8% | +17.6% | -44.4% | -29.8% |
| 1Y | -38.3% | +19.8% | -58.1% | -41.2% |
| 3Y | +36.0% | +31.0% | +5.1% | +16.8% |
| 5Y | -55.0% | -3.0% | -52.0% | -57.7% |
| All | -55.0% | -1.3% | -53.7% | -57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling