+301.8%
AMD vs AWK
+24.3%
+277.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -1.4% | +12.4% | +10.1% |
| 7D | -11.0% | +4.1% | -15.1% | -8.4% |
| 30D | -30.5% | +18.0% | -48.5% | -22.6% |
| 3M | -8.2% | +12.2% | -20.4% | -0.3% |
| 6M | +6.6% | +21.2% | -14.7% | +21.5% |
| YTD | +109.7% | +17.6% | +92.1% | +137.2% |
| 1Y | +88.9% | +19.2% | +69.7% | +115.5% |
| 3Y | +301.8% | +26.7% | +275.1% | +372.3% |
| All | +301.8% | +24.3% | +277.5% | +372.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling