+969.7%
AWK vs EMB
+127.6%
+842.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | +5.6% | -0.3% | +5.9% | +5.7% |
| 3M | +15.9% | -0.4% | +16.3% | +16.1% |
| 6M | +4.6% | +0.1% | +4.5% | +4.4% |
| YTD | +10.1% | +1.6% | +8.5% | +9.0% |
| 1Y | +2.1% | +5.6% | -3.5% | -1.1% |
| 3Y | +9.8% | +29.8% | -20.0% | -4.9% |
| 5Y | -15.4% | +7.3% | -22.6% | -19.9% |
| 10Y | +129.4% | +30.4% | +99.0% | +100.7% |
| All | +969.7% | +127.6% | +842.1% | +749.4% |
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