+9.7%
AWK vs AME
+55.3%
-45.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.2% | +2.8% | -0.6% | +2.2% |
| 30D | +4.4% | -6.3% | +10.7% | +4.4% |
| 3M | +15.4% | +5.4% | +10.0% | +15.3% |
| 6M | +3.5% | +7.4% | -3.9% | +3.5% |
| YTD | +9.8% | +16.2% | -6.4% | +9.5% |
| 1Y | +3.0% | +26.8% | -23.8% | +2.6% |
| 3Y | +9.7% | +57.5% | -47.9% | -2.0% |
| All | +9.7% | +55.3% | -45.6% | -2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling