+22,131.9%
TSLA vs AWK
+866.7%
+21,265.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -0.1% | -5.8% | -5.9% |
| 7D | +1.5% | +1.7% | -0.2% | +1.1% |
| 30D | +10.1% | +5.6% | +4.5% | +8.5% |
| 3M | -15.4% | +15.9% | -31.2% | -19.2% |
| 6M | -12.8% | +4.6% | -17.3% | -14.6% |
| YTD | -21.3% | +10.1% | -31.3% | -24.2% |
| 1Y | +4.6% | +2.1% | +2.5% | +2.6% |
| 3Y | +44.5% | +9.8% | +34.7% | +33.8% |
| 5Y | +44.8% | -15.4% | +60.2% | +45.8% |
| 10Y | +2,585.4% | +129.4% | +2,456.0% | +1,636.4% |
| All | +22,131.9% | +866.7% | +21,265.2% | +6,156.7% |
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