+337.5%
AMD vs AWK
-15.4%
+352.9%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.1% | +4.8% | +4.7% |
| 7D | +2.6% | +1.7% | +0.8% | +2.6% |
| 30D | -0.9% | +5.6% | -6.5% | -0.8% |
| 3M | -8.7% | +15.9% | -24.6% | -9.0% |
| 6M | +136.3% | +4.6% | +131.8% | +137.0% |
| YTD | +123.0% | +10.1% | +112.9% | +122.3% |
| 1Y | +195.2% | +2.1% | +193.1% | +196.8% |
| 3Y | +336.3% | +9.8% | +326.5% | +321.3% |
| All | +337.5% | -15.4% | +352.9% | +325.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling