+31.4%
EMR vs AWK
+19.4%
+12.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.0% |
| 7D | +0.7% | +2.7% | -2.0% | +1.2% |
| 30D | +3.5% | +16.7% | -13.1% | +6.7% |
| 3M | +5.9% | +11.7% | -5.8% | +8.4% |
| 6M | +19.4% | +21.9% | -2.5% | +24.6% |
| YTD | +27.7% | +17.6% | +10.1% | +34.0% |
| All | +31.4% | +19.4% | +12.0% | +37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling