+104.3%
DAL vs AWK
+157.1%
-52.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.7% |
| 7D | -1.1% | +0.1% | -1.2% | -1.1% |
| 30D | +12.8% | +14.3% | -1.4% | +8.9% |
| 3M | -5.3% | +10.3% | -15.6% | -7.8% |
| 6M | +22.4% | +18.9% | +3.4% | +16.5% |
| YTD | +25.6% | +17.7% | +7.9% | +19.2% |
| 1Y | +45.5% | +16.9% | +28.6% | +38.2% |
| 3Y | +161.0% | +32.2% | +128.8% | +128.6% |
| 5Y | +112.2% | -2.2% | +114.4% | +106.3% |
| All | +104.3% | +157.1% | -52.8% | +63.6% |
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