+52.7%
DRAM vs AWK
+10.6%
+42.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -0.4% |
| 7D | +7.9% | +0.1% | +7.8% | +8.4% |
| 30D | -15.4% | +14.3% | -29.7% | +8.3% |
| 3M | -25.5% | +10.3% | -35.8% | -9.2% |
| 6M | -22.3% | +18.9% | -41.2% | +14.2% |
| All | +52.7% | +10.6% | +42.1% | +121.4% |
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