+58.5%
AMAT vs AWK
+18.2%
+40.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | -0.7% | +12.1% | +10.6% |
| 7D | -1.1% | +1.2% | -2.3% | +0.6% |
| 30D | -26.9% | +15.8% | -42.7% | -15.1% |
| 3M | -31.2% | +11.0% | -42.2% | -22.6% |
| 6M | -14.7% | +21.0% | -35.7% | +3.2% |
| YTD | +44.7% | +16.7% | +28.0% | +72.1% |
| All | +58.5% | +18.2% | +40.3% | +91.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling