+87.8%
DT vs AWK
+52.7%
+35.1%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | -29.5% | +14.3% | -43.8% | -32.2% |
| 3M | -11.7% | +10.3% | -22.0% | -14.3% |
| 6M | +29.0% | +18.9% | +10.0% | +22.3% |
| YTD | +3.4% | +17.7% | -14.3% | -2.3% |
| 1Y | -4.2% | +16.9% | -21.1% | -9.4% |
| 3Y | -12.8% | +32.2% | -45.0% | -24.5% |
| 5Y | -39.6% | -2.2% | -37.4% | -41.1% |
| All | +87.8% | +52.7% | +35.1% | +50.8% |
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