+1,421.9%
DAL vs AWK
+1,058.8%
+363.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.9% | -6.2% | -5.1% |
| 7D | +4.6% | +7.2% | -2.6% | +1.8% |
| 30D | +2.3% | +19.0% | -16.7% | -4.5% |
| 3M | -8.1% | +14.4% | -22.5% | -13.0% |
| 6M | +21.4% | +22.6% | -1.2% | +11.4% |
| YTD | +24.3% | +19.2% | +5.1% | +14.3% |
| 1Y | +47.4% | +19.6% | +27.8% | +35.2% |
| 3Y | +164.6% | +26.1% | +138.5% | +127.1% |
| 5Y | +100.2% | +0.1% | +100.2% | +89.0% |
| 10Y | +124.9% | +163.3% | -38.5% | +22.2% |
| All | +1,421.9% | +1,058.8% | +363.2% | +156.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling