+52.3%
ROST vs AWK
+2.5%
+49.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.5% | -0.7% | -1.7% | -2.4% |
| 30D | -10.3% | +2.8% | -13.1% | -10.4% |
| 3M | -2.6% | +11.3% | -13.9% | -2.9% |
| 6M | +6.5% | +6.7% | -0.2% | +6.1% |
| YTD | +25.9% | +9.4% | +16.5% | +25.3% |
| 1Y | +52.3% | +3.7% | +48.6% | +46.9% |
| All | +52.3% | +2.5% | +49.9% | +46.9% |
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