+111.2%
AMD vs AWK
+19.1%
+92.1%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.7% | 0.0% | +14.7% | +14.8% |
| 7D | +6.5% | +2.7% | +3.8% | +10.0% |
| 30D | -15.3% | +16.7% | -31.9% | +0.5% |
| 3M | +9.7% | +11.7% | -2.0% | +25.4% |
| 6M | +13.2% | +21.9% | -8.7% | +40.7% |
| YTD | +140.6% | +17.6% | +123.0% | +192.6% |
| 1Y | +111.2% | +19.8% | +91.4% | +156.8% |
| All | +111.2% | +19.1% | +92.1% | +156.8% |
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