+18.3%
AWK vs AMC
+39.6%
-21.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.5% |
| 7D | 0.0% | -2.8% | +2.9% | 0.0% |
| 30D | +15.5% | +14.0% | +1.5% | +16.1% |
| 3M | +10.0% | +42.5% | -32.5% | +11.3% |
| 6M | +20.4% | +142.6% | -122.1% | +24.7% |
| YTD | +17.1% | +119.2% | -102.2% | +21.0% |
| 1Y | +18.3% | +40.7% | -22.5% | +19.7% |
| All | +18.3% | +39.6% | -21.3% | +19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 1y: compounded portfolio wealth divided by compounded AMC 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…
1y analysis · Full analysis span regression · 6 months rolling