+41.5%
DRAM vs AWK
+10.5%
+31.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +3.6% |
| 7D | -18.2% | +4.1% | -22.3% | -11.4% |
| 30D | -34.5% | +18.0% | -52.5% | -11.6% |
| 3M | -23.6% | +12.2% | -35.8% | -4.3% |
| 6M | -19.3% | +21.2% | -40.5% | +20.5% |
| All | +41.5% | +10.5% | +31.1% | +104.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling