+117.6%
DT vs AWK
+42.8%
+74.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | -3.3% | +1.7% | -5.0% | -3.8% |
| 30D | +2.0% | +5.6% | -3.5% | +0.5% |
| 3M | +20.0% | +15.9% | +4.1% | +14.8% |
| 6M | +39.3% | +4.6% | +34.7% | +36.9% |
| YTD | +19.8% | +10.1% | +9.7% | +15.6% |
| 1Y | +4.3% | +2.1% | +2.2% | +2.8% |
| 3Y | +7.7% | +9.8% | -2.1% | +0.2% |
| 5Y | -26.8% | -15.4% | -11.5% | -25.2% |
| All | +117.6% | +42.8% | +74.8% | +78.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling