+2.1%
AWK vs AMCR
+13.1%
-11.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | -1.9% | +3.6% | +1.9% |
| 30D | +5.6% | -4.1% | +9.7% | +5.9% |
| 3M | +15.9% | +21.7% | -5.8% | +14.8% |
| 6M | +4.6% | +1.5% | +3.1% | +4.4% |
| YTD | +10.1% | +13.1% | -3.1% | +6.7% |
| 1Y | +2.1% | +13.0% | -10.9% | -1.8% |
| All | +2.1% | +13.1% | -11.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 1y: compounded portfolio wealth divided by compounded AMCR 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…
1y analysis · Full analysis span regression · 6 months rolling