+46.2%
TSLA vs AWK
-16.7%
+62.9%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +3.0% | +0.6% | +2.4% | +3.0% |
| 30D | +11.2% | +4.3% | +6.9% | +10.8% |
| 3M | -7.3% | +12.5% | -19.8% | -8.5% |
| 6M | -7.7% | +3.3% | -11.0% | -8.0% |
| YTD | -18.2% | +9.8% | -28.0% | -19.3% |
| 1Y | +6.0% | +2.9% | +3.1% | +5.6% |
| 3Y | +48.0% | +9.6% | +38.4% | +38.9% |
| 5Y | +46.2% | -16.7% | +62.8% | +32.2% |
| All | +46.2% | -16.7% | +62.9% | +32.2% |
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