+125.9%
AAL vs AWK
+1,022.0%
-896.1%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -4.9% |
| 7D | +2.9% | -3.2% | +6.1% | +4.6% |
| 30D | +6.5% | +13.5% | -7.0% | -0.1% |
| 3M | -10.9% | +9.4% | -20.2% | -15.0% |
| 6M | +4.9% | +16.4% | -11.5% | -3.5% |
| YTD | -13.2% | +15.4% | -28.6% | -20.7% |
| 1Y | -1.1% | +16.8% | -17.9% | -10.4% |
| 3Y | +12.8% | +28.6% | -15.8% | -8.3% |
| 5Y | -34.4% | -4.1% | -30.3% | -37.7% |
| 10Y | -67.9% | +151.2% | -219.1% | -86.5% |
| All | +125.9% | +1,022.0% | -896.1% | -84.0% |
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