+277.4%
EMR vs AWK
+128.1%
+149.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | -5.0% | +4.3% | -9.2% | -5.9% |
| 3M | +5.9% | +12.5% | -6.6% | +2.6% |
| 6M | +7.3% | +3.3% | +4.0% | +6.0% |
| YTD | +14.6% | +9.8% | +4.8% | +11.1% |
| 1Y | +15.6% | +2.9% | +12.7% | +13.9% |
| 3Y | +60.2% | +9.6% | +50.6% | +51.0% |
| 5Y | +65.8% | -16.7% | +82.5% | +69.8% |
| 10Y | +277.4% | +136.1% | +141.3% | +204.1% |
| All | +277.4% | +128.1% | +149.3% | +204.1% |
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