+153.1%
AMAT vs AWK
+29.4%
+123.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.2% | +1.0% |
| 7D | -2.5% | +2.7% | -5.1% | -0.7% |
| 30D | -26.5% | +16.7% | -43.2% | -19.4% |
| 3M | -28.6% | +11.7% | -40.3% | -23.1% |
| 6M | -14.2% | +21.9% | -36.2% | -3.1% |
| YTD | +45.5% | +17.6% | +27.9% | +62.8% |
| 1Y | +59.3% | +19.8% | +39.6% | +79.9% |
| 3Y | +153.1% | +31.0% | +122.1% | +186.2% |
| All | +153.1% | +29.4% | +123.7% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling