+8,164.6%
AMD vs AWK
+156.2%
+8,008.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +7.4% |
| 7D | +13.1% | 0.0% | +13.1% | +13.0% |
| 30D | -7.0% | +15.5% | -22.5% | -10.0% |
| 3M | +16.6% | +10.0% | +6.6% | +13.7% |
| 6M | +20.5% | +20.4% | +0.1% | +14.2% |
| YTD | +158.2% | +17.1% | +141.1% | +144.8% |
| 1Y | +132.8% | +18.3% | +114.5% | +119.6% |
| 3Y | +366.2% | +30.4% | +335.9% | +301.4% |
| 5Y | +278.7% | -2.7% | +281.3% | +269.1% |
| 10Y | +8,164.6% | +154.7% | +8,009.9% | +6,709.9% |
| All | +8,164.6% | +156.2% | +8,008.4% | +6,709.9% |
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