+82.9%
EEM vs AWK
+1,044.2%
-961.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.7% | -0.9% |
| 7D | +2.7% | +0.1% | +2.5% | +2.6% |
| 30D | -5.4% | +14.3% | -19.7% | -10.3% |
| 3M | -8.6% | +10.3% | -18.9% | -12.4% |
| 6M | -8.9% | +18.9% | -27.8% | -15.7% |
| YTD | +11.9% | +17.7% | -5.8% | +3.2% |
| 1Y | +13.1% | +16.9% | -3.8% | +4.4% |
| 3Y | +70.7% | +32.2% | +38.5% | +44.2% |
| 5Y | +31.8% | -2.2% | +33.9% | +25.0% |
| 10Y | +119.5% | +156.1% | -36.6% | +12.3% |
| All | +82.9% | +1,044.2% | -961.3% | -71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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