+400.9%
DUK vs AWK
+967.2%
-566.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +1.0% |
| 7D | +0.7% | +2.2% | -1.5% | -0.5% |
| 30D | -2.0% | +4.4% | -6.5% | -4.4% |
| 3M | +0.2% | +15.4% | -15.2% | -7.5% |
| 6M | -6.9% | +3.5% | -10.4% | -9.0% |
| YTD | +6.1% | +9.8% | -3.7% | +0.2% |
| 1Y | +4.4% | +3.0% | +1.4% | +1.8% |
| 3Y | +49.1% | +9.7% | +39.5% | +38.6% |
| 5Y | +39.6% | -17.2% | +56.7% | +49.5% |
| 10Y | +125.1% | +126.1% | -0.9% | +47.0% |
| All | +400.9% | +967.2% | -566.4% | +74.7% |
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