+969.7%
AWK vs AME
+1,130.7%
-161.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | +5.6% | -6.7% | +12.3% | +7.7% |
| 3M | +15.9% | +4.1% | +11.8% | +14.1% |
| 6M | +4.6% | +1.6% | +3.0% | +3.4% |
| YTD | +10.1% | +16.1% | -6.1% | +4.1% |
| 1Y | +2.1% | +27.3% | -25.2% | -6.5% |
| 3Y | +9.8% | +50.9% | -41.0% | -6.6% |
| 5Y | -15.4% | +81.4% | -96.7% | -32.8% |
| 10Y | +129.4% | +417.0% | -287.6% | +26.9% |
| All | +969.7% | +1,130.7% | -161.0% | +298.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling