+128.5%
AWK vs AMCR
+14.6%
+113.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -1.1% |
| 7D | -2.1% | -6.3% | +4.1% | -0.4% |
| 30D | +2.1% | -7.8% | +9.9% | +4.3% |
| 3M | +11.4% | +7.5% | +3.8% | +8.9% |
| 6M | +3.9% | +2.7% | +1.2% | +2.3% |
| YTD | +7.7% | +6.0% | +1.7% | +4.4% |
| 1Y | +1.3% | +7.8% | -6.5% | -2.4% |
| 3Y | +7.2% | +5.8% | +1.4% | +2.5% |
| 5Y | -17.0% | -11.6% | -5.4% | -16.7% |
| All | +128.5% | +14.6% | +113.9% | +104.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling