+1,665.8%
AMAT vs AWK
+126.2%
+1,539.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +7.0% | +2.2% | +4.8% | +6.4% |
| 30D | -12.2% | +4.4% | -16.6% | -13.3% |
| 3M | -3.8% | +15.4% | -19.2% | -8.4% |
| 6M | +45.9% | +3.5% | +42.4% | +43.0% |
| YTD | +84.6% | +9.8% | +74.8% | +76.9% |
| 1Y | +193.4% | +3.0% | +190.4% | +185.7% |
| 3Y | +228.1% | +9.7% | +218.4% | +198.4% |
| 5Y | +268.9% | -17.2% | +286.1% | +281.4% |
| 10Y | +1,665.8% | +126.1% | +1,539.7% | +1,121.6% |
| All | +1,665.8% | +126.2% | +1,539.6% | +1,121.6% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling