+121.4%
DAL vs AWK
+156.2%
-34.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.8% |
| 7D | +2.3% | 0.0% | +2.3% | +2.3% |
| 30D | +14.3% | +15.5% | -1.2% | +10.0% |
| 3M | +1.3% | +10.0% | -8.7% | -1.3% |
| 6M | +29.3% | +20.4% | +8.9% | +22.6% |
| YTD | +33.0% | +17.1% | +15.9% | +26.4% |
| 1Y | +59.8% | +18.3% | +41.6% | +51.3% |
| 3Y | +177.2% | +30.4% | +146.8% | +144.0% |
| 5Y | +118.4% | -2.7% | +121.0% | +112.5% |
| 10Y | +121.4% | +154.7% | -33.3% | +78.8% |
| All | +121.4% | +156.2% | -34.8% | +78.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling