+105.4%
AMT vs AWK
+128.1%
-22.7%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.1% |
| 7D | +1.5% | +0.6% | +0.8% | +1.1% |
| 30D | +3.7% | +4.3% | -0.6% | +0.7% |
| 3M | -7.2% | +12.5% | -19.7% | -14.6% |
| 6M | -4.2% | +3.3% | -7.5% | -7.0% |
| YTD | +1.9% | +9.8% | -7.9% | -5.3% |
| 1Y | -6.4% | +2.9% | -9.3% | -9.5% |
| 3Y | +7.7% | +9.6% | -1.9% | -1.3% |
| 5Y | -30.9% | -16.7% | -14.2% | -24.4% |
| 10Y | +105.4% | +136.1% | -30.7% | +14.7% |
| All | +105.4% | +128.1% | -22.7% | +14.7% |
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