+95.5%
AMD vs AWK
+20.7%
+74.8%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.2% | -1.2% | +3.2% |
| 7D | -15.5% | +7.0% | -22.5% | -9.2% |
| 30D | -22.6% | +17.0% | -39.7% | -9.0% |
| 3M | -5.7% | +12.4% | -18.1% | +7.2% |
| 6M | +43.1% | +19.6% | +23.5% | +73.4% |
| YTD | +128.2% | +17.0% | +111.2% | +173.0% |
| 1Y | +95.5% | +20.0% | +75.5% | +133.0% |
| All | +95.5% | +20.7% | +74.8% | +133.0% |
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