+88.9%
AMD vs AWK
+17.7%
+71.2%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +9.5% |
| 7D | -11.0% | +4.1% | -15.1% | -6.5% |
| 30D | -30.5% | +18.0% | -48.5% | -16.5% |
| 3M | -8.2% | +12.2% | -20.4% | +5.5% |
| 6M | +6.6% | +21.2% | -14.7% | +32.4% |
| YTD | +109.7% | +17.6% | +92.1% | +155.6% |
| 1Y | +88.9% | +19.2% | +69.7% | +131.2% |
| All | +88.9% | +17.7% | +71.2% | +131.2% |
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