+16.9%
AWK vs GME
+21.5%
-4.6%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.4% |
| 7D | +0.1% | +2.9% | -2.8% | +0.3% |
| 30D | +14.3% | -4.8% | +19.1% | +14.0% |
| 3M | +10.3% | +39.2% | -28.9% | +11.5% |
| 6M | +18.9% | +17.1% | +1.9% | +19.6% |
| YTD | +17.7% | +28.7% | -11.0% | +18.1% |
| 1Y | +16.9% | +23.3% | -6.5% | +17.7% |
| All | +16.9% | +21.5% | -4.6% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 1y: compounded portfolio wealth divided by compounded GME 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…
1y analysis · Full analysis span regression · 6 months rolling