-34.9%
DVN vs AWK
+967.2%
-1,002.2%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -1.3% | +2.2% | -3.5% | -2.0% |
| 30D | +12.6% | +4.4% | +8.2% | +11.0% |
| 3M | +8.1% | +15.4% | -7.2% | +3.2% |
| 6M | +10.2% | +3.5% | +6.6% | +8.5% |
| YTD | +33.8% | +9.8% | +24.0% | +29.1% |
| 1Y | +43.9% | +3.0% | +40.9% | +41.3% |
| 3Y | +1.7% | +9.7% | -7.9% | -4.6% |
| 5Y | +119.6% | -17.2% | +136.8% | +124.3% |
| 10Y | +53.7% | +126.1% | -72.3% | -9.6% |
| All | -34.9% | +967.2% | -1,002.2% | -86.7% |
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