+335.7%
AWK vs AMC
-98.1%
+433.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.3% | -4.5% | -0.1% |
| 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% | +15.7% |
| 6M | +4.6% | +124.6% | -120.0% | +4.2% |
| YTD | +10.1% | +69.9% | -59.8% | +9.8% |
| 1Y | +2.1% | -2.6% | +4.7% | +2.0% |
| 3Y | +9.8% | -79.8% | +89.6% | +10.1% |
| 5Y | -15.4% | -99.4% | +84.0% | -14.9% |
| 10Y | +129.4% | -98.9% | +228.3% | +132.0% |
| All | +335.7% | -98.1% | +433.8% | +321.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling