+1,037.8%
AWK vs EMB
+122.9%
+914.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | 0.0% | -0.4% | +0.4% | +0.2% |
| 30D | +15.5% | +1.1% | +14.4% | +14.9% |
| 3M | +10.0% | -2.0% | +12.0% | +11.2% |
| 6M | +20.4% | -1.9% | +22.3% | +21.6% |
| YTD | +17.1% | -0.5% | +17.6% | +17.2% |
| 1Y | +18.3% | +0.1% | +18.2% | +18.0% |
| 3Y | +30.4% | +29.7% | +0.7% | +12.9% |
| 5Y | -2.7% | +8.1% | -10.8% | -8.1% |
| 10Y | +154.7% | +36.3% | +118.4% | +120.6% |
| All | +1,037.8% | +122.9% | +914.9% | +813.8% |
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