-15.7%
AWK vs DLTR
+29.9%
-45.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -0.7% | -9.4% | +8.7% | +0.1% |
| 30D | +2.8% | -7.3% | +10.1% | +3.4% |
| 3M | +11.3% | +7.6% | +3.8% | +10.6% |
| 6M | +6.7% | +1.6% | +5.2% | +6.4% |
| YTD | +9.4% | -3.5% | +12.9% | +9.4% |
| 1Y | +3.7% | +20.0% | -16.3% | +1.4% |
| 3Y | +9.2% | +2.3% | +7.0% | +8.2% |
| 5Y | -15.7% | +31.5% | -47.2% | -16.6% |
| All | -15.7% | +29.9% | -45.6% | -16.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling