+34.4%
TSLA vs AWK
+9.9%
+24.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | +0.6% | +2.4% | +3.2% |
| 30D | +11.2% | +4.3% | +6.9% | +12.3% |
| 3M | -7.3% | +12.5% | -19.8% | -4.7% |
| 6M | -7.7% | +3.3% | -11.0% | -6.2% |
| YTD | -18.2% | +9.8% | -28.0% | -16.1% |
| 1Y | +6.0% | +2.9% | +3.1% | +8.1% |
| All | +34.4% | +9.9% | +24.6% | +31.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling