+3,846.3%
CTAS vs AWK
+1,034.4%
+2,811.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | +10.3% | +15.8% | -5.5% | +3.0% |
| 3M | +10.2% | +11.0% | -0.8% | +4.8% |
| 6M | +34.4% | +21.0% | +13.4% | +22.7% |
| YTD | +19.6% | +16.7% | +2.8% | +10.3% |
| 1Y | +21.8% | +17.2% | +4.6% | +12.1% |
| 3Y | +74.1% | +29.2% | +44.9% | +49.3% |
| 5Y | +114.0% | -2.3% | +116.3% | +108.1% |
| 10Y | +813.9% | +150.5% | +663.4% | +460.2% |
| All | +3,846.3% | +1,034.4% | +2,811.9% | +955.4% |
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 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