+2,650.1%
TSLA vs AWK
+135.6%
+2,514.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.8% | -1.1% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | +9.2% | +2.8% | +6.5% | +8.7% |
| 3M | -4.7% | +11.3% | -16.0% | -6.9% |
| 6M | -8.9% | +6.7% | -15.7% | -10.6% |
| YTD | -19.2% | +9.4% | -28.5% | -21.2% |
| 1Y | +4.5% | +3.7% | +0.8% | +2.8% |
| 3Y | +46.3% | +9.2% | +37.1% | +37.8% |
| 5Y | +48.1% | -15.7% | +63.8% | +48.4% |
| All | +2,650.1% | +135.6% | +2,514.5% | +2,105.1% |
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