+1,044.2%
AWK vs AMP
+1,542.6%
-498.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.2% | +0.2% | +1.2% |
| 7D | +0.1% | +3.9% | -3.8% | -0.5% |
| 30D | +14.3% | +5.1% | +9.1% | +13.3% |
| 3M | +10.3% | -8.7% | +19.0% | +11.9% |
| 6M | +18.9% | +11.4% | +7.5% | +16.5% |
| YTD | +17.7% | +7.3% | +10.4% | +15.6% |
| 1Y | +16.9% | +14.6% | +2.3% | +13.4% |
| 3Y | +32.2% | +61.2% | -29.1% | +18.9% |
| 5Y | -2.2% | +81.0% | -83.2% | -14.8% |
| 10Y | +156.1% | +468.0% | -311.9% | +74.7% |
| All | +1,044.2% | +1,542.6% | -498.4% | +506.0% |
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