+140.1%
AMT vs AWK
+153.6%
-13.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -2.2% | -2.6% | +0.4% | -0.4% |
| 30D | +5.8% | +14.2% | -8.4% | -3.4% |
| 3M | +12.6% | +10.0% | +2.5% | +5.2% |
| 6M | +8.3% | +17.1% | -8.8% | -3.4% |
| YTD | +11.4% | +16.1% | -4.7% | -0.5% |
| 1Y | +7.7% | +17.5% | -9.8% | -4.9% |
| 3Y | +14.8% | +29.3% | -14.5% | -6.3% |
| 5Y | -18.0% | -3.5% | -14.5% | -18.7% |
| All | +140.1% | +153.6% | -13.5% | +30.4% |
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 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