+365.4%
AWK vs AMC
-97.7%
+463.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.0% |
| 3M | +12.2% | +22.2% | -10.0% | +12.1% |
| 6M | +21.2% | +91.5% | -70.2% | +20.9% |
| YTD | +17.6% | +101.3% | -83.7% | +17.2% |
| 1Y | +19.2% | +20.8% | -1.5% | +19.1% |
| 3Y | +26.7% | -71.3% | +98.1% | +26.9% |
| 5Y | -1.3% | -99.2% | +97.9% | -0.9% |
| 10Y | +159.7% | -98.7% | +258.4% | +162.8% |
| All | +365.4% | -97.7% | +463.1% | +349.5% |
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