+967.2%
AWK vs AMP
+1,654.4%
-687.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +2.2% | +2.6% | -0.4% | +1.7% |
| 30D | +4.4% | +0.8% | +3.6% | +4.3% |
| 3M | +15.4% | +24.3% | -8.9% | +11.1% |
| 6M | +3.5% | +20.6% | -17.0% | 0.0% |
| YTD | +9.8% | +14.6% | -4.8% | +6.7% |
| 1Y | +3.0% | +14.5% | -11.6% | 0.0% |
| 3Y | +9.7% | +67.9% | -58.3% | -1.9% |
| 5Y | -17.2% | +122.5% | -139.7% | -30.4% |
| 10Y | +126.1% | +573.3% | -447.2% | +50.0% |
| All | +967.2% | +1,654.4% | -687.2% | +459.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AMP.
Daily Out/Under-Performance
Portfolio return minus AMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMP 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 AMP 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