-10.8%
DOW vs AWK
+56.1%
-66.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -2.4% | +1.7% | -4.1% | -2.9% |
| 30D | +0.4% | +5.6% | -5.2% | -1.5% |
| 3M | -14.4% | +15.9% | -30.3% | -18.7% |
| 6M | -7.0% | +4.6% | -11.5% | -8.8% |
| YTD | +30.2% | +10.1% | +20.1% | +25.0% |
| 1Y | +29.2% | +2.1% | +27.1% | +27.1% |
| 3Y | -36.7% | +9.8% | -46.6% | -40.9% |
| 5Y | -37.7% | -15.4% | -22.3% | -35.9% |
| All | -10.8% | +56.1% | -66.9% | -14.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling