+99.7%
ROST vs AWK
+28.9%
+70.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.6% |
| 7D | +0.9% | -3.2% | +4.0% | +1.0% |
| 30D | +5.1% | +13.5% | -8.4% | +4.4% |
| 3M | -4.3% | +9.4% | -13.6% | -4.7% |
| 6M | +9.4% | +16.4% | -7.0% | +8.5% |
| YTD | +32.5% | +15.4% | +17.1% | +31.4% |
| 1Y | +46.9% | +16.8% | +30.1% | +45.5% |
| All | +99.7% | +28.9% | +70.7% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling