+474.4%
AMT vs AWK
+969.7%
-495.2%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | -0.2% | +1.7% | -2.0% | -1.3% |
| 30D | +4.6% | +5.6% | -0.9% | +1.2% |
| 3M | -8.4% | +15.9% | -24.3% | -16.4% |
| 6M | -6.0% | +4.6% | -10.6% | -9.2% |
| YTD | +2.1% | +10.1% | -7.9% | -4.4% |
| 1Y | -6.4% | +2.1% | -8.5% | -8.7% |
| 3Y | +8.1% | +9.8% | -1.8% | +0.4% |
| 5Y | -31.9% | -15.4% | -16.6% | -26.8% |
| 10Y | +97.1% | +129.4% | -32.3% | +22.9% |
| All | +474.4% | +969.7% | -495.2% | +53.3% |
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