+26.7%
AWK vs AMC
-71.5%
+98.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.4% |
| 7D | +4.1% | +2.6% | +1.5% | +4.1% |
| 30D | +18.0% | +9.0% | +9.0% | +18.1% |
| 3M | +12.2% | +22.2% | -10.0% | +12.4% |
| 6M | +21.2% | +91.5% | -70.2% | +21.7% |
| YTD | +17.6% | +101.3% | -83.7% | +18.0% |
| 1Y | +19.2% | +20.8% | -1.5% | +19.8% |
| 3Y | +26.7% | -71.3% | +98.1% | +41.1% |
| All | +26.7% | -71.5% | +98.2% | +41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling