+528.6%
AMT vs AWK
+1,043.1%
-514.5%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | 0.0% | +0.3% |
| 7D | +1.6% | +2.7% | -1.0% | +0.1% |
| 30D | +4.5% | +16.7% | -12.2% | -4.8% |
| 3M | +13.8% | +11.7% | +2.0% | +6.2% |
| 6M | +10.0% | +21.9% | -11.9% | -2.8% |
| YTD | +11.8% | +17.6% | -5.9% | +0.4% |
| 1Y | +10.2% | +19.8% | -9.6% | -2.3% |
| 3Y | +15.1% | +31.0% | -15.8% | -3.8% |
| 5Y | -18.8% | -3.0% | -15.9% | -19.4% |
| 10Y | +133.7% | +156.8% | -23.1% | +36.5% |
| All | +528.6% | +1,043.1% | -514.5% | +60.9% |
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