-12.1%
DOW vs AWK
+52.8%
-64.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.5% | -1.5% |
| 7D | -1.4% | -2.1% | +0.7% | -0.7% |
| 30D | -3.9% | +2.1% | -6.0% | -4.7% |
| 3M | -12.7% | +11.4% | -24.1% | -15.9% |
| 6M | -13.7% | +3.9% | -17.6% | -15.2% |
| YTD | +28.4% | +7.7% | +20.7% | +24.2% |
| 1Y | +21.8% | +1.3% | +20.5% | +20.0% |
| 3Y | -35.7% | +7.2% | -42.9% | -39.5% |
| 5Y | -36.8% | -17.0% | -19.8% | -34.6% |
| All | -12.1% | +52.8% | -64.8% | -14.7% |
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