+98.5%
DAL vs AWK
+10.2%
+88.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +0.1% | +1.7% | -1.6% | +0.3% |
| 30D | -13.9% | +5.6% | -19.5% | -13.5% |
| 3M | +1.1% | +15.9% | -14.8% | +2.6% |
| 6M | +26.2% | +4.6% | +21.7% | +27.0% |
| YTD | +16.4% | +10.1% | +6.4% | +17.8% |
| 1Y | +33.9% | +2.1% | +31.8% | +34.9% |
| All | +98.5% | +10.2% | +88.3% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling