+1,037.8%
AWK vs AME
+1,142.7%
-104.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.0% | -0.6% |
| 7D | 0.0% | +1.1% | -1.1% | -0.5% |
| 30D | +15.5% | -4.1% | +19.6% | +16.4% |
| 3M | +10.0% | -6.3% | +16.3% | +11.4% |
| 6M | +20.4% | +3.5% | +16.9% | +18.0% |
| YTD | +17.1% | +17.3% | -0.2% | +9.8% |
| 1Y | +18.3% | +22.0% | -3.8% | +9.5% |
| 3Y | +30.4% | +62.0% | -31.6% | +7.6% |
| 5Y | -2.7% | +78.5% | -81.1% | -22.7% |
| 10Y | +154.7% | +441.6% | -286.9% | +38.2% |
| All | +1,037.8% | +1,142.7% | -104.9% | +320.3% |
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