+24,401.0%
TSLA vs AWK
+934.0%
+23,467.0%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -2.2% |
| 7D | +8.9% | +0.1% | +8.8% | +8.9% |
| 30D | +6.3% | +14.3% | -8.0% | +2.4% |
| 3M | +14.8% | +10.3% | +4.5% | +11.5% |
| 6M | -12.4% | +18.9% | -31.3% | -17.0% |
| YTD | -13.2% | +17.7% | -30.9% | -18.2% |
| 1Y | -2.9% | +16.9% | -19.8% | -8.4% |
| 3Y | +74.4% | +32.2% | +42.3% | +51.2% |
| 5Y | +13.3% | -2.2% | +15.4% | +9.0% |
| 10Y | +3,004.2% | +156.1% | +2,848.1% | +1,826.1% |
| All | +24,401.0% | +934.0% | +23,467.0% | +6,655.7% |
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