-65.2%
AAL vs AWK
+135.6%
-200.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -0.9% | -0.7% | -0.2% | -0.8% |
| 30D | -16.0% | +2.8% | -18.7% | -16.5% |
| 3M | -4.2% | +11.3% | -15.6% | -6.9% |
| 6M | +15.7% | +6.7% | +8.9% | +13.4% |
| YTD | -16.2% | +9.4% | -25.6% | -18.6% |
| 1Y | +0.2% | +3.7% | -3.5% | -1.4% |
| 3Y | -8.1% | +9.2% | -17.3% | -13.3% |
| 5Y | -32.2% | -15.7% | -16.5% | -31.6% |
| All | -65.2% | +135.6% | -200.9% | -71.2% |
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