+162.9%
EWJ vs AWK
+969.7%
-806.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +2.5% | +1.7% | +0.8% | +2.0% |
| 30D | +3.3% | +5.6% | -2.3% | +1.6% |
| 3M | +5.0% | +15.9% | -10.9% | +0.2% |
| 6M | +11.5% | +4.6% | +7.0% | +9.4% |
| YTD | +22.4% | +10.1% | +12.3% | +18.0% |
| 1Y | +30.2% | +2.1% | +28.1% | +28.0% |
| 3Y | +72.8% | +9.8% | +63.0% | +62.9% |
| 5Y | +54.1% | -15.4% | +69.5% | +56.3% |
| 10Y | +140.6% | +129.4% | +11.2% | +61.5% |
| All | +162.9% | +969.7% | -806.8% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling