-10.4%
TSCO vs AWK
-17.6%
+7.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.0% |
| 7D | -5.7% | -2.1% | -3.5% | -4.9% |
| 30D | -8.8% | +2.1% | -10.8% | -9.4% |
| 3M | +6.3% | +11.4% | -5.0% | +2.1% |
| 6M | -32.3% | +3.9% | -36.2% | -33.4% |
| YTD | -32.7% | +7.7% | -40.4% | -34.9% |
| 1Y | -43.7% | +1.3% | -45.0% | -44.3% |
| 3Y | -19.7% | +7.2% | -26.8% | -23.5% |
| All | -10.4% | -17.6% | +7.2% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling