+132.8%
AMD vs AWK
+18.8%
+114.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.5% | +7.8% | +6.8% |
| 7D | +13.1% | 0.0% | +13.1% | +13.9% |
| 30D | -7.0% | +15.5% | -22.5% | +9.3% |
| 3M | +16.6% | +10.0% | +6.6% | +31.3% |
| 6M | +20.5% | +20.4% | +0.1% | +48.3% |
| YTD | +158.2% | +17.1% | +141.1% | +212.6% |
| 1Y | +132.8% | +18.3% | +114.5% | +181.0% |
| All | +132.8% | +18.8% | +114.0% | +181.0% |
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