+125.6%
DAL vs AWK
+152.9%
-27.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.2% |
| 7D | +10.7% | +2.7% | +8.0% | +9.9% |
| 30D | +12.5% | +16.7% | -4.1% | +8.0% |
| 3M | +3.6% | +11.7% | -8.1% | +0.5% |
| 6M | +26.7% | +21.9% | +4.8% | +19.8% |
| YTD | +34.3% | +17.6% | +16.7% | +27.4% |
| 1Y | +59.1% | +19.8% | +39.3% | +50.0% |
| 3Y | +179.9% | +31.0% | +148.9% | +146.1% |
| 5Y | +119.1% | -3.0% | +122.1% | +113.7% |
| 10Y | +125.6% | +156.8% | -31.2% | +81.6% |
| All | +125.6% | +152.9% | -27.3% | +81.6% |
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