+1.3%
AWK vs DLTR
+19.1%
-17.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.5% |
| 7D | -2.1% | -10.1% | +7.9% | -1.8% |
| 30D | +2.1% | -8.1% | +10.2% | +2.3% |
| 3M | +11.4% | +2.9% | +8.5% | +11.5% |
| 6M | +3.9% | +4.3% | -0.4% | +4.6% |
| YTD | +7.7% | -3.9% | +11.6% | +8.5% |
| 1Y | +1.3% | +18.9% | -17.6% | +2.5% |
| All | +1.3% | +19.1% | -17.8% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling