+59.1%
DAL vs AWK
+19.1%
+40.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.6% |
| 7D | +10.7% | +2.7% | +8.0% | +11.1% |
| 30D | +12.5% | +16.7% | -4.1% | +15.9% |
| 3M | +3.6% | +11.7% | -8.1% | +5.8% |
| 6M | +26.7% | +21.9% | +4.8% | +33.0% |
| YTD | +34.3% | +17.6% | +16.7% | +41.9% |
| 1Y | +59.1% | +19.8% | +39.3% | +68.5% |
| All | +59.1% | +19.1% | +40.0% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling