+2,246.9%
TSCO vs AWK
+967.2%
+1,279.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +1.7% | +2.2% | -0.5% | +0.9% |
| 30D | +2.8% | +4.4% | -1.6% | +1.3% |
| 3M | +17.9% | +15.4% | +2.5% | +12.2% |
| 6M | -28.6% | +3.5% | -32.1% | -29.6% |
| YTD | -28.0% | +9.8% | -37.8% | -30.7% |
| 1Y | -39.9% | +3.0% | -42.8% | -40.9% |
| 3Y | -14.0% | +9.7% | -23.7% | -18.2% |
| 5Y | -2.9% | -17.2% | +14.2% | +0.4% |
| 10Y | +199.5% | +126.1% | +73.4% | +111.8% |
| All | +2,246.9% | +967.2% | +1,279.7% | +768.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling