-5.7%
DT vs AWK
+20.7%
-26.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.1% |
| 7D | -25.5% | +7.0% | -32.6% | -24.4% |
| 30D | -22.3% | +17.0% | -39.4% | -19.8% |
| 3M | +2.3% | +12.4% | -10.1% | +5.0% |
| 6M | +20.7% | +19.6% | +1.1% | +26.1% |
| YTD | +7.9% | +17.0% | -9.1% | +13.2% |
| 1Y | -5.7% | +20.0% | -25.8% | -0.7% |
| All | -5.7% | +20.7% | -26.4% | -0.7% |
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 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