+280.6%
EMR vs AWK
+156.2%
+124.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +2.8% | +15.5% | -12.7% | -0.8% |
| 3M | +2.0% | +10.0% | -8.0% | -0.5% |
| 6M | +20.7% | +20.4% | +0.3% | +14.8% |
| YTD | +27.3% | +17.1% | +10.2% | +21.4% |
| 1Y | +31.0% | +18.3% | +12.7% | +24.5% |
| 3Y | +103.6% | +30.4% | +73.2% | +81.7% |
| 5Y | +88.6% | -2.7% | +91.2% | +84.3% |
| 10Y | +280.6% | +154.7% | +125.9% | +219.0% |
| All | +280.6% | +156.2% | +124.5% | +219.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling