+125.9%
AAL vs AWK
+1,028.7%
-902.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.2% |
| 7D | +2.9% | -2.6% | +5.5% | +4.3% |
| 30D | +6.5% | +14.2% | -7.7% | -0.4% |
| 3M | -10.9% | +10.0% | -20.9% | -15.3% |
| 6M | +4.9% | +17.1% | -12.2% | -3.8% |
| YTD | -13.2% | +16.1% | -29.3% | -21.0% |
| 1Y | -1.1% | +17.5% | -18.6% | -10.7% |
| 3Y | +12.8% | +29.3% | -16.5% | -8.6% |
| 5Y | -34.4% | -3.5% | -30.9% | -37.9% |
| 10Y | -67.9% | +152.7% | -220.6% | -86.6% |
| All | +125.9% | +1,028.7% | -902.8% | -84.1% |
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 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