-7.7%
AAL vs AWK
+9.6%
-17.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.4% | -1.7% |
| 7D | -0.3% | +2.2% | -2.5% | -0.2% |
| 30D | -19.0% | +4.4% | -23.4% | -18.9% |
| 3M | -5.1% | +15.4% | -20.4% | -4.5% |
| 6M | +15.5% | +3.5% | +12.0% | +15.7% |
| YTD | -15.8% | +9.8% | -25.6% | -15.4% |
| 1Y | -0.3% | +3.0% | -3.3% | 0.0% |
| 3Y | -7.7% | +9.7% | -17.3% | -15.2% |
| All | -7.7% | +9.6% | -17.2% | -15.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling