+181.2%
TSCO vs AWK
+132.0%
+49.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.1% |
| 7D | -5.7% | -2.1% | -3.5% | -5.0% |
| 30D | -8.8% | +2.1% | -10.8% | -9.3% |
| 3M | +6.3% | +11.4% | -5.0% | +2.9% |
| 6M | -32.3% | +3.9% | -36.2% | -33.2% |
| YTD | -32.7% | +7.7% | -40.4% | -34.5% |
| 1Y | -43.7% | +1.3% | -45.0% | -44.2% |
| 3Y | -19.7% | +7.2% | -26.8% | -22.6% |
| 5Y | -11.6% | -17.0% | +5.4% | -9.7% |
| All | +181.2% | +132.0% | +49.2% | +147.9% |
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 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