+6,351.7%
AMD vs AWK
+158.1%
+6,193.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +11.3% |
| 7D | -11.0% | +4.1% | -15.1% | -11.9% |
| 30D | -30.5% | +18.0% | -48.5% | -33.1% |
| 3M | -8.2% | +12.2% | -20.4% | -10.9% |
| 6M | +6.6% | +21.2% | -14.7% | +0.8% |
| YTD | +109.7% | +17.6% | +92.1% | +98.6% |
| 1Y | +88.9% | +19.2% | +69.7% | +77.7% |
| 3Y | +301.8% | +26.7% | +275.1% | +250.5% |
| 5Y | +229.4% | -1.3% | +230.7% | +219.2% |
| All | +6,351.7% | +158.1% | +6,193.7% | +4,923.7% |
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