+463.2%
AWK vs AMCR
+96.6%
+366.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.6% |
| 30D | +4.4% | -6.0% | +10.5% | +5.8% |
| 3M | +15.4% | +18.9% | -3.6% | +11.0% |
| 6M | +3.5% | +5.7% | -2.1% | +1.7% |
| YTD | +9.8% | +11.1% | -1.3% | +6.2% |
| 1Y | +3.0% | +12.7% | -9.7% | -0.8% |
| 3Y | +9.7% | +9.6% | +0.1% | +5.6% |
| 5Y | -17.2% | -10.3% | -6.8% | -17.0% |
| 10Y | +126.1% | +16.5% | +109.6% | +109.9% |
| All | +463.2% | +96.6% | +366.6% | +433.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling