+264.6%
AMD vs AWK
-2.4%
+267.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | +1.4% | -10.1% | -8.6% |
| 7D | +18.9% | +0.1% | +18.8% | +19.0% |
| 30D | -6.4% | +14.3% | -20.7% | -5.7% |
| 3M | +10.6% | +10.3% | +0.3% | +11.4% |
| 6M | +19.9% | +18.9% | +0.9% | +20.4% |
| YTD | +149.4% | +17.7% | +131.7% | +149.8% |
| 1Y | +115.4% | +16.9% | +98.5% | +115.8% |
| 3Y | +357.3% | +32.2% | +325.1% | +310.1% |
| All | +264.6% | -2.4% | +267.0% | +269.4% |
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