+115.6%
DT vs AWK
+41.9%
+73.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.7% |
| 7D | -2.5% | -0.7% | -1.8% | -2.3% |
| 30D | +3.5% | +2.8% | +0.8% | +2.7% |
| 3M | +26.7% | +11.3% | +15.4% | +22.7% |
| 6M | +36.1% | +6.7% | +29.4% | +33.0% |
| YTD | +18.6% | +9.4% | +9.3% | +14.7% |
| 1Y | +7.9% | +3.7% | +4.2% | +5.8% |
| 3Y | +8.6% | +9.2% | -0.7% | +1.1% |
| 5Y | -26.7% | -15.7% | -11.0% | -24.9% |
| All | +115.6% | +41.9% | +73.7% | +76.9% |
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