+8,077.9%
AMD vs AWK
+152.9%
+7,925.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | 0.0% | +14.7% | +14.7% |
| 7D | +6.5% | +2.7% | +3.8% | +5.8% |
| 30D | -15.3% | +16.7% | -31.9% | -18.2% |
| 3M | +9.7% | +11.7% | -2.0% | +6.7% |
| 6M | +13.2% | +21.9% | -8.7% | +7.0% |
| YTD | +140.6% | +17.6% | +123.0% | +128.0% |
| 1Y | +111.2% | +19.8% | +91.4% | +98.6% |
| 3Y | +334.4% | +31.0% | +303.5% | +273.7% |
| 5Y | +268.3% | -3.0% | +271.3% | +259.9% |
| 10Y | +8,077.9% | +156.8% | +7,921.1% | +6,612.3% |
| All | +8,077.9% | +152.9% | +7,925.0% | +6,612.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling