+1,434.6%
AMGN vs AWK
+969.7%
+464.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.4% | -1.5% |
| 7D | +1.1% | +1.7% | -0.6% | +0.5% |
| 30D | +7.8% | +5.6% | +2.3% | +5.6% |
| 3M | +27.3% | +15.9% | +11.4% | +20.4% |
| 6M | +16.8% | +4.6% | +12.3% | +14.6% |
| YTD | +36.3% | +10.1% | +26.3% | +30.9% |
| 1Y | +60.4% | +2.1% | +58.3% | +58.0% |
| 3Y | +86.3% | +9.8% | +76.5% | +76.2% |
| 5Y | +125.7% | -15.4% | +141.0% | +131.9% |
| 10Y | +247.0% | +129.4% | +117.6% | +137.5% |
| All | +1,434.6% | +969.7% | +464.9% | +442.3% |
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 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