+36.4%
EWZ vs AWK
+1.1%
+35.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +1.9% |
| 7D | +5.6% | +2.2% | +3.4% | +6.0% |
| 30D | +9.3% | +4.4% | +4.8% | +10.2% |
| 3M | +15.7% | +15.4% | +0.3% | +19.2% |
| 6M | +7.4% | +3.5% | +3.9% | +8.4% |
| YTD | +22.7% | +9.8% | +12.9% | +25.7% |
| 1Y | +36.4% | +3.0% | +33.4% | +38.4% |
| All | +36.4% | +1.1% | +35.3% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling