+179.9%
DAL vs AWK
+29.4%
+150.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | +0.5% |
| 7D | +10.7% | +2.7% | +8.0% | +11.1% |
| 30D | +12.5% | +16.7% | -4.1% | +15.1% |
| 3M | +3.6% | +11.7% | -8.1% | +5.4% |
| 6M | +26.7% | +21.9% | +4.8% | +30.8% |
| YTD | +34.3% | +17.6% | +16.7% | +38.2% |
| 1Y | +59.1% | +19.8% | +39.3% | +64.2% |
| 3Y | +179.9% | +31.0% | +148.9% | +171.1% |
| All | +179.9% | +29.4% | +150.4% | +171.1% |
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