+102.5%
EMR vs AWK
+31.5%
+71.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.2% |
| 7D | +2.5% | +0.1% | +2.3% | +2.5% |
| 30D | +3.3% | +14.3% | -11.0% | +5.0% |
| 3M | +1.7% | +10.3% | -8.6% | +3.0% |
| 6M | +21.7% | +18.9% | +2.7% | +24.4% |
| YTD | +26.8% | +17.7% | +9.1% | +29.7% |
| 1Y | +31.6% | +16.9% | +14.7% | +34.5% |
| 3Y | +102.5% | +32.2% | +70.4% | +97.9% |
| All | +102.5% | +31.5% | +71.0% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling