+1,042.6%
AWK vs EMB
+122.7%
+919.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | +4.1% | -0.1% | +4.2% | +4.2% |
| 30D | +18.0% | +1.3% | +16.7% | +17.2% |
| 3M | +12.2% | -2.2% | +14.5% | +13.6% |
| 6M | +21.2% | -2.3% | +23.6% | +22.8% |
| YTD | +17.6% | -0.6% | +18.2% | +17.8% |
| 1Y | +19.2% | +0.5% | +18.7% | +18.7% |
| 3Y | +26.7% | +29.4% | -2.7% | +9.9% |
| 5Y | -1.3% | +6.5% | -7.8% | -6.2% |
| 10Y | +159.7% | +29.8% | +129.9% | +128.6% |
| All | +1,042.6% | +122.7% | +919.9% | +818.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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