+142.7%
EWY vs AWK
-17.3%
+160.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.3% | -3.8% | -4.2% |
| 7D | +1.2% | -0.7% | +2.0% | +1.3% |
| 30D | +9.3% | +2.8% | +6.5% | +9.2% |
| 3M | +2.4% | +11.3% | -8.9% | +1.7% |
| 6M | +40.3% | +6.7% | +33.5% | +39.7% |
| YTD | +88.0% | +9.4% | +78.6% | +86.4% |
| 1Y | +143.8% | +3.7% | +140.1% | +143.5% |
| 3Y | +217.8% | +9.2% | +208.5% | +207.7% |
| 5Y | +142.7% | -15.7% | +158.4% | +139.1% |
| All | +142.7% | -17.3% | +160.0% | +139.1% |
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