+195.5%
AMGN vs AWK
+132.0%
+63.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | -13.7% | -2.1% | -11.6% | -13.0% |
| 30D | -8.8% | +2.1% | -10.9% | -9.5% |
| 3M | +7.2% | +11.4% | -4.2% | +3.1% |
| 6M | +1.3% | +3.9% | -2.6% | -0.4% |
| YTD | +17.6% | +7.7% | +10.0% | +13.9% |
| 1Y | +37.2% | +1.3% | +35.9% | +35.6% |
| 3Y | +57.7% | +7.2% | +50.6% | +50.5% |
| 5Y | +106.3% | -17.0% | +123.3% | +114.0% |
| All | +195.5% | +132.0% | +63.5% | +125.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling