+1,321.9%
AMAT vs AWK
+157.1%
+1,164.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.4% | -4.1% | -3.0% |
| 7D | +11.4% | +0.1% | +11.2% | +11.3% |
| 30D | -17.0% | +14.3% | -31.3% | -20.0% |
| 3M | -30.6% | +10.3% | -40.9% | -32.6% |
| 6M | -14.9% | +18.9% | -33.9% | -19.8% |
| YTD | +44.7% | +17.7% | +27.0% | +35.9% |
| 1Y | +66.9% | +16.9% | +50.0% | +56.8% |
| 3Y | +153.3% | +32.2% | +121.1% | +113.1% |
| 5Y | +146.2% | -2.2% | +148.4% | +138.1% |
| All | +1,321.9% | +157.1% | +1,164.8% | +904.6% |
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 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