+128.5%
AWK vs DLTR
+45.3%
+83.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.1% | -10.1% | +7.9% | -0.9% |
| 30D | +2.1% | -8.1% | +10.2% | +3.0% |
| 3M | +11.4% | +2.9% | +8.5% | +10.8% |
| 6M | +3.9% | +4.3% | -0.4% | +2.8% |
| YTD | +7.7% | -3.9% | +11.6% | +7.5% |
| 1Y | +1.3% | +18.9% | -17.6% | -1.9% |
| 3Y | +7.2% | +1.9% | +5.3% | +4.3% |
| 5Y | -17.0% | +31.0% | -48.0% | -24.1% |
| All | +128.5% | +45.3% | +83.2% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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