+3,149.7%
AMAT vs AWK
+969.7%
+2,180.0%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.4% | +4.4% |
| 7D | -1.5% | +1.7% | -3.2% | -2.1% |
| 30D | -14.8% | +5.6% | -20.4% | -16.5% |
| 3M | -9.3% | +15.9% | -25.1% | -14.8% |
| 6M | +27.4% | +4.6% | +22.8% | +23.5% |
| YTD | +77.6% | +10.1% | +67.5% | +68.4% |
| 1Y | +188.9% | +2.1% | +186.8% | +180.1% |
| 3Y | +202.3% | +9.8% | +192.4% | +171.9% |
| 5Y | +248.9% | -15.4% | +264.3% | +250.4% |
| 10Y | +1,585.2% | +129.4% | +1,455.8% | +958.9% |
| All | +3,149.7% | +969.7% | +2,180.0% | +811.4% |
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 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