-16.3%
ORLY vs AWK
+1.8%
-18.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | -5.9% | +5.6% | -11.5% | -7.2% |
| 3M | -0.6% | +15.9% | -16.4% | -3.3% |
| 6M | -6.8% | +4.6% | -11.3% | -8.0% |
| YTD | -3.6% | +10.1% | -13.7% | -6.0% |
| 1Y | -16.3% | +2.1% | -18.4% | -17.0% |
| All | -16.3% | +1.8% | -18.1% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling