+966.9%
AWK vs DLTR
+1,101.9%
-135.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.5% | +0.6% |
| 7D | +0.6% | -10.2% | +10.9% | +2.1% |
| 30D | +4.3% | -8.5% | +12.8% | +5.5% |
| 3M | +12.5% | +5.6% | +7.0% | +11.5% |
| 6M | +3.3% | +2.2% | +1.1% | +2.3% |
| YTD | +9.8% | -3.8% | +13.5% | +9.4% |
| 1Y | +2.9% | +22.9% | -20.0% | -1.4% |
| 3Y | +9.6% | +2.0% | +7.6% | +5.7% |
| 5Y | -16.7% | +29.8% | -46.5% | -24.6% |
| 10Y | +136.1% | +45.0% | +91.1% | +99.0% |
| All | +966.9% | +1,101.9% | -135.1% | +464.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling