-28.1%
DT vs AWK
-15.0%
-13.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.2% | -2.9% | -3.1% |
| 7D | -4.9% | +2.2% | -7.0% | -5.3% |
| 30D | +2.7% | +4.4% | -1.7% | +1.8% |
| 3M | +20.0% | +15.4% | +4.6% | +16.5% |
| 6M | +28.0% | +3.5% | +24.5% | +26.9% |
| YTD | +16.0% | +9.8% | +6.2% | +13.3% |
| 1Y | +0.7% | +3.0% | -2.3% | -0.2% |
| 3Y | +6.2% | +9.7% | -3.5% | -0.3% |
| 5Y | -28.1% | -17.2% | -11.0% | -25.4% |
| All | -28.1% | -15.0% | -13.1% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling