+89.1%
EMR vs AWK
-3.1%
+92.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -1.9% | -1.3% |
| 7D | +0.7% | +2.7% | -2.0% | +0.3% |
| 30D | +3.5% | +16.7% | -13.1% | +1.4% |
| 3M | +5.9% | +11.7% | -5.8% | +4.3% |
| 6M | +19.4% | +21.9% | -2.5% | +16.0% |
| YTD | +27.7% | +17.6% | +10.1% | +24.3% |
| 1Y | +30.9% | +19.8% | +11.1% | +26.9% |
| 3Y | +104.2% | +31.0% | +73.2% | +84.3% |
| All | +89.1% | -3.1% | +92.2% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling