+324.5%
EWY vs AWK
+967.2%
-642.8%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +8.0% | +2.2% | +5.9% | +7.2% |
| 30D | +14.3% | +4.4% | +9.9% | +12.3% |
| 3M | +2.3% | +15.4% | -13.1% | -4.1% |
| 6M | +49.9% | +3.5% | +46.3% | +45.4% |
| YTD | +95.3% | +9.8% | +85.5% | +84.4% |
| 1Y | +161.7% | +3.0% | +158.7% | +152.3% |
| 3Y | +230.2% | +9.7% | +220.5% | +200.1% |
| 5Y | +148.1% | -17.2% | +165.3% | +153.2% |
| 10Y | +293.2% | +126.1% | +167.1% | +121.7% |
| All | +324.5% | +967.2% | -642.8% | -25.1% |
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 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