+2,277.8%
AMAT vs AWK
+1,042.6%
+1,235.3%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.4% | +5.6% | +4.7% |
| 7D | -14.7% | +4.1% | -18.8% | -16.0% |
| 30D | -36.1% | +18.0% | -54.1% | -39.8% |
| 3M | -36.9% | +12.2% | -49.1% | -39.7% |
| 6M | -22.2% | +21.2% | -43.4% | -28.5% |
| YTD | +29.9% | +17.6% | +12.4% | +19.7% |
| 1Y | +43.3% | +19.2% | +24.0% | +30.9% |
| 3Y | +142.7% | +26.7% | +115.9% | +105.0% |
| 5Y | +126.2% | -1.3% | +127.5% | +112.7% |
| 10Y | +1,211.7% | +159.7% | +1,052.1% | +681.6% |
| All | +2,277.8% | +1,042.6% | +1,235.3% | +548.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling