+66.5%
EWZ vs AWK
+157.1%
-90.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +0.9% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -24.4% | +14.3% | -38.6% | -27.7% |
| 3M | -4.6% | +10.3% | -14.9% | -7.8% |
| 6M | -11.6% | +18.9% | -30.5% | -17.0% |
| YTD | +2.4% | +17.7% | -15.3% | -4.3% |
| 1Y | +2.1% | +16.9% | -14.8% | -4.5% |
| 3Y | +18.7% | +32.2% | -13.5% | +2.6% |
| 5Y | +54.2% | -2.2% | +56.3% | +49.6% |
| All | +66.5% | +157.1% | -90.6% | +17.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling