+361.0%
ORLY vs AWK
+132.0%
+229.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.9% |
| 7D | -2.4% | -2.1% | -0.2% | -1.6% |
| 30D | -6.8% | +2.1% | -8.8% | -7.5% |
| 3M | -4.8% | +11.4% | -16.1% | -8.5% |
| 6M | -9.1% | +3.9% | -13.0% | -10.6% |
| YTD | -5.9% | +7.7% | -13.6% | -9.0% |
| 1Y | -20.4% | +1.3% | -21.7% | -21.4% |
| 3Y | +36.6% | +7.2% | +29.4% | +30.0% |
| 5Y | +117.3% | -17.0% | +134.3% | +126.9% |
| All | +361.0% | +132.0% | +229.0% | +218.5% |
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 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