+3,923.4%
CTAS vs AWK
+1,028.7%
+2,894.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.5% |
| 7D | +0.5% | -2.6% | +3.1% | +1.7% |
| 30D | +10.2% | +14.2% | -3.9% | +3.6% |
| 3M | +12.1% | +10.0% | +2.0% | +7.0% |
| 6M | +38.3% | +17.1% | +21.2% | +28.2% |
| YTD | +21.9% | +16.1% | +5.8% | +12.7% |
| 1Y | +24.0% | +17.5% | +6.5% | +14.0% |
| 3Y | +75.1% | +29.3% | +45.8% | +50.0% |
| 5Y | +116.9% | -3.5% | +120.4% | +112.1% |
| 10Y | +821.3% | +152.7% | +668.6% | +462.5% |
| All | +3,923.4% | +1,028.7% | +2,894.7% | +978.5% |
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