+132.1%
AWK vs AME
+427.9%
-295.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.1% |
| 7D | -0.7% | 0.0% | -0.8% | -0.8% |
| 30D | +2.8% | -8.6% | +11.4% | +5.5% |
| 3M | +11.3% | +5.8% | +5.5% | +9.1% |
| 6M | +6.7% | +3.8% | +2.9% | +4.8% |
| YTD | +9.4% | +14.4% | -5.1% | +3.8% |
| 1Y | +3.7% | +25.8% | -22.1% | -4.8% |
| 3Y | +9.2% | +55.2% | -45.9% | -9.3% |
| 5Y | -15.7% | +85.5% | -101.2% | -35.3% |
| All | +132.1% | +427.9% | -295.8% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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