+4,719.7%
ORLY vs AWK
+966.9%
+3,752.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.3% | +0.2% |
| 7D | -1.0% | +0.6% | -1.6% | -1.2% |
| 30D | -6.7% | +4.3% | -11.0% | -8.2% |
| 3M | -3.8% | +12.5% | -16.3% | -8.1% |
| 6M | -9.0% | +3.3% | -12.3% | -10.5% |
| YTD | -5.6% | +9.8% | -15.4% | -9.5% |
| 1Y | -19.5% | +2.9% | -22.4% | -21.0% |
| 3Y | +34.7% | +9.6% | +25.1% | +26.7% |
| 5Y | +118.0% | -16.7% | +134.7% | +125.6% |
| 10Y | +364.1% | +136.1% | +228.0% | +203.6% |
| All | +4,719.7% | +966.9% | +3,752.8% | +1,433.8% |
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