-51.1%
DOCS vs AWK
+0.6%
-51.7%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -4.7% |
| 7D | -1.3% | +7.2% | -8.5% | -2.8% |
| 30D | +19.4% | +19.0% | +0.4% | +14.8% |
| 3M | +53.4% | +14.4% | +39.0% | +48.9% |
| 6M | +28.8% | +22.6% | +6.2% | +23.1% |
| YTD | -25.1% | +19.2% | -44.3% | -28.4% |
| 1Y | -48.1% | +19.6% | -67.7% | -50.5% |
| 3Y | +51.4% | +26.1% | +25.3% | +33.7% |
| 5Y | -51.1% | +0.1% | -51.2% | -53.1% |
| All | -51.1% | +0.6% | -51.7% | -53.1% |
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