+126.0%
DUK vs AWK
+132.0%
-6.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.6% | +1.0% |
| 7D | -0.7% | -2.1% | +1.5% | +0.7% |
| 30D | -2.4% | +2.1% | -4.5% | -3.8% |
| 3M | -3.0% | +11.4% | -14.4% | -9.7% |
| 6M | -6.6% | +3.9% | -10.5% | -9.3% |
| YTD | +4.6% | +7.7% | -3.1% | -1.2% |
| 1Y | +1.2% | +1.3% | -0.1% | -0.8% |
| 3Y | +45.7% | +7.2% | +38.5% | +34.8% |
| 5Y | +40.3% | -17.0% | +57.3% | +52.7% |
| All | +126.0% | +132.0% | -6.0% | +19.1% |
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