+61.4%
AMAT vs AWK
+20.7%
+40.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.5% | -1.2% |
| 7D | -11.2% | +7.0% | -18.2% | -5.2% |
| 30D | -31.9% | +17.0% | -48.9% | -20.9% |
| 3M | -32.3% | +12.4% | -44.7% | -23.7% |
| 6M | -5.4% | +19.6% | -25.0% | +12.6% |
| YTD | +44.3% | +17.0% | +27.2% | +70.2% |
| 1Y | +61.4% | +20.0% | +41.4% | +92.5% |
| All | +61.4% | +20.7% | +40.7% | +92.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling