+122.8%
AAL vs AWK
+969.7%
-846.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.4% | +1.3% |
| 7D | -3.7% | +1.7% | -5.5% | -4.6% |
| 30D | -20.8% | +5.6% | -26.4% | -23.0% |
| 3M | -1.3% | +15.9% | -17.1% | -8.8% |
| 6M | +5.4% | +4.6% | +0.8% | +1.9% |
| YTD | -14.4% | +10.1% | -24.4% | -19.8% |
| 1Y | +2.1% | +2.1% | 0.0% | -0.9% |
| 3Y | -10.6% | +9.8% | -20.4% | -20.6% |
| 5Y | -32.2% | -15.4% | -16.9% | -31.2% |
| 10Y | -62.7% | +129.4% | -192.1% | -83.4% |
| All | +122.8% | +969.7% | -846.8% | -83.8% |
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