+1,425.2%
AMAT vs AWK
+156.2%
+1,269.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.5% | +6.2% |
| 7D | +7.0% | 0.0% | +6.9% | +6.8% |
| 30D | -20.6% | +15.5% | -36.1% | -23.6% |
| 3M | -24.8% | +10.0% | -34.7% | -26.9% |
| 6M | -10.7% | +20.4% | -31.1% | -16.2% |
| YTD | +54.3% | +17.1% | +37.2% | +45.1% |
| 1Y | +73.7% | +18.3% | +55.5% | +62.4% |
| 3Y | +168.4% | +30.4% | +138.0% | +127.1% |
| 5Y | +167.6% | -2.7% | +170.2% | +159.0% |
| 10Y | +1,425.2% | +154.7% | +1,270.5% | +984.1% |
| All | +1,425.2% | +156.2% | +1,269.0% | +984.1% |
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