+102.9%
DAL vs AWK
-1.1%
+104.0%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +8.8% | +4.1% | +4.7% | +8.2% |
| 30D | +5.4% | +18.0% | -12.6% | +3.1% |
| 3M | -4.9% | +12.2% | -17.1% | -6.4% |
| 6M | +19.8% | +21.2% | -1.4% | +16.5% |
| YTD | +27.0% | +17.6% | +9.4% | +23.6% |
| 1Y | +52.5% | +19.2% | +33.2% | +47.9% |
| 3Y | +173.8% | +26.7% | +147.1% | +148.4% |
| All | +102.9% | -1.1% | +104.0% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling