+6,731.1%
AMD vs AWK
+1,058.8%
+5,672.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.3% | +1.9% | -19.1% | -17.9% |
| 7D | -28.6% | +7.2% | -35.8% | -30.6% |
| 30D | -37.7% | +19.0% | -56.8% | -42.1% |
| 3M | -16.1% | +14.4% | -30.5% | -21.0% |
| 6M | +13.8% | +22.6% | -8.8% | +3.0% |
| YTD | +88.8% | +19.2% | +69.6% | +71.1% |
| 1Y | +57.8% | +19.6% | +38.2% | +42.3% |
| 3Y | +260.3% | +26.1% | +234.2% | +198.5% |
| 5Y | +196.6% | +0.1% | +196.5% | +174.9% |
| 10Y | +6,064.6% | +163.3% | +5,901.3% | +3,094.6% |
| All | +6,731.1% | +1,058.8% | +5,672.3% | +1,310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling