-28.3%
DOW vs AWK
-3.5%
-24.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.5% | +3.8% | +3.5% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | +15.7% | +15.5% | +0.2% | +12.4% |
| 3M | +5.3% | +10.0% | -4.7% | +3.2% |
| 6M | -14.2% | +20.4% | -34.6% | -17.4% |
| YTD | +43.9% | +17.1% | +26.9% | +38.8% |
| 1Y | +53.1% | +18.3% | +34.8% | +47.3% |
| 3Y | -21.8% | +30.4% | -52.2% | -28.8% |
| 5Y | -28.3% | -2.7% | -25.7% | -34.3% |
| All | -28.3% | -3.5% | -24.8% | -34.3% |
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