-14.8%
AWK vs AMC
-99.4%
+84.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.2% |
| 7D | +1.7% | +2.3% | -0.6% | +1.7% |
| 30D | +5.6% | -0.7% | +6.3% | +5.6% |
| 3M | +15.9% | +35.2% | -19.3% | +15.3% |
| 6M | +4.6% | +124.6% | -120.0% | +3.3% |
| YTD | +10.1% | +69.9% | -59.8% | +9.0% |
| 1Y | +2.1% | -2.6% | +4.7% | +1.9% |
| 3Y | +9.8% | -79.8% | +89.6% | +11.5% |
| All | -14.8% | -99.4% | +84.6% | -14.4% |
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