+3,125.8%
TSLA vs AWK
+157.1%
+2,968.8%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.0% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.3% | +14.3% | -8.0% | +3.7% |
| 3M | +14.8% | +10.3% | +4.5% | +12.6% |
| 6M | -12.4% | +18.9% | -31.3% | -15.5% |
| YTD | -13.2% | +17.7% | -30.9% | -16.6% |
| 1Y | -2.9% | +16.9% | -19.8% | -6.6% |
| 3Y | +74.4% | +32.2% | +42.3% | +55.8% |
| 5Y | +13.3% | -2.2% | +15.4% | +9.9% |
| All | +3,125.8% | +157.1% | +2,968.8% | +2,561.5% |
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