-20.3%
AMT vs AWK
-1.1%
-19.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -1.8% |
| 7D | +0.5% | +4.1% | -3.6% | -2.1% |
| 30D | +13.6% | +18.0% | -4.4% | +1.7% |
| 3M | +11.5% | +12.2% | -0.7% | +2.9% |
| 6M | +6.9% | +21.2% | -14.3% | -6.7% |
| YTD | +10.8% | +17.6% | -6.7% | -1.8% |
| 1Y | +10.3% | +19.2% | -8.9% | -3.6% |
| 3Y | +12.4% | +26.7% | -14.3% | -7.4% |
| All | -20.3% | -1.1% | -19.3% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling