+65.5%
EWZ vs AWK
+157.4%
-91.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.7% |
| 7D | +1.3% | +2.7% | -1.4% | +0.4% |
| 30D | -26.2% | +16.7% | -42.8% | -29.9% |
| 3M | -8.6% | +11.7% | -20.4% | -12.2% |
| 6M | -17.0% | +21.9% | -38.9% | -22.9% |
| YTD | +2.2% | +17.6% | -15.4% | -4.5% |
| 1Y | +2.7% | +19.8% | -17.1% | -4.8% |
| 3Y | +18.2% | +31.0% | -12.8% | +2.6% |
| 5Y | +56.0% | -3.0% | +59.0% | +51.9% |
| All | +65.5% | +157.4% | -91.9% | +16.7% |
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