+301.5%
ROST vs AWK
+157.1%
+144.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.8% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +0.5% | +14.3% | -13.8% | -3.7% |
| 3M | -5.2% | +10.3% | -15.5% | -8.3% |
| 6M | +9.8% | +18.9% | -9.1% | +3.6% |
| YTD | +29.4% | +17.7% | +11.7% | +21.8% |
| 1Y | +44.4% | +16.9% | +27.5% | +36.2% |
| 3Y | +95.0% | +32.2% | +62.8% | +70.8% |
| 5Y | +111.9% | -2.2% | +114.0% | +106.4% |
| All | +301.5% | +157.1% | +144.4% | +201.7% |
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