+0.7%
AWK vs AMRZ
-17.3%
+18.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.3% | +4.0% | -0.2% |
| 7D | +2.2% | -2.0% | +4.2% | +2.2% |
| 30D | +4.4% | -9.8% | +14.3% | +4.4% |
| 3M | +15.4% | -17.2% | +32.6% | +15.4% |
| 6M | +3.5% | -26.9% | +30.4% | +3.2% |
| YTD | +9.8% | -21.5% | +31.3% | +9.4% |
| 1Y | +3.0% | -22.9% | +25.9% | +3.2% |
| All | +0.7% | -17.3% | +18.0% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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