+226.4%
EWY vs AWK
+9.9%
+216.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +6.7% | +0.6% | +6.1% | +6.8% |
| 30D | +17.0% | +4.3% | +12.7% | +17.9% |
| 3M | +3.7% | +12.5% | -8.9% | +5.7% |
| 6M | +42.5% | +3.3% | +39.2% | +45.3% |
| YTD | +96.2% | +9.8% | +86.5% | +100.1% |
| 1Y | +160.4% | +2.9% | +157.5% | +166.3% |
| All | +226.4% | +9.9% | +216.6% | +221.5% |
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