+820.2%
CTAS vs AWK
+156.2%
+664.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +10.7% | +15.5% | -4.8% | +3.5% |
| 3M | +11.0% | +10.0% | +1.0% | +6.0% |
| 6M | +38.7% | +20.4% | +18.3% | +26.9% |
| YTD | +21.8% | +17.1% | +4.7% | +12.2% |
| 1Y | +23.6% | +18.3% | +5.3% | +13.2% |
| 3Y | +74.9% | +30.4% | +44.6% | +48.5% |
| 5Y | +119.5% | -2.7% | +122.1% | +114.4% |
| 10Y | +820.2% | +154.7% | +665.5% | +530.4% |
| All | +820.2% | +156.2% | +664.0% | +530.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling