+1,598.2%
AMAT vs AWK
+126.7%
+1,471.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.3% |
| 7D | -1.5% | +1.7% | -3.2% | -2.0% |
| 30D | -14.8% | +5.6% | -20.4% | -16.1% |
| 3M | -9.3% | +15.9% | -25.1% | -13.7% |
| 6M | +27.4% | +4.6% | +22.8% | +24.4% |
| YTD | +77.6% | +10.1% | +67.5% | +70.1% |
| 1Y | +188.9% | +2.1% | +186.8% | +182.4% |
| 3Y | +202.3% | +9.8% | +192.4% | +174.7% |
| 5Y | +248.9% | -15.4% | +264.3% | +256.7% |
| All | +1,598.2% | +126.7% | +1,471.6% | +1,074.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling