-3.5%
AWK vs AMC
-99.2%
+95.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -2.6% | +8.4% | -11.0% | -2.7% |
| 30D | +14.2% | +9.2% | +5.0% | +14.0% |
| 3M | +10.0% | +32.0% | -22.0% | +9.6% |
| 6M | +17.1% | +149.3% | -132.2% | +15.4% |
| YTD | +16.1% | +114.1% | -98.0% | +14.6% |
| 1Y | +17.5% | +35.8% | -18.2% | +16.8% |
| 3Y | +29.3% | -58.3% | +87.6% | +30.2% |
| 5Y | -3.5% | -99.2% | +95.7% | +3.0% |
| All | -3.5% | -99.2% | +95.7% | +3.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling