+1,315.3%
AMAT vs AWK
+146.2%
+1,169.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +11.5% |
| 7D | -1.1% | +1.2% | -2.3% | -1.5% |
| 30D | -26.9% | +15.8% | -42.7% | -29.8% |
| 3M | -31.2% | +11.0% | -42.2% | -33.4% |
| 6M | -14.7% | +21.0% | -35.7% | -20.0% |
| YTD | +44.7% | +16.7% | +28.0% | +36.1% |
| 1Y | +62.0% | +17.2% | +44.8% | +51.8% |
| 3Y | +165.0% | +29.2% | +135.8% | +124.9% |
| 5Y | +147.1% | -2.3% | +149.4% | +138.4% |
| 10Y | +1,315.3% | +150.5% | +1,164.7% | +894.4% |
| All | +1,315.3% | +146.2% | +1,169.1% | +894.4% |
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