+18.7%
EWZ vs AWK
+31.5%
-12.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.4% | 0.0% | +1.4% |
| 7D | +0.8% | +0.1% | +0.6% | +0.7% |
| 30D | -24.4% | +14.3% | -38.6% | -24.5% |
| 3M | -4.6% | +10.3% | -14.9% | -4.7% |
| 6M | -11.6% | +18.9% | -30.5% | -11.9% |
| YTD | +2.4% | +17.7% | -15.3% | +1.9% |
| 1Y | +2.1% | +16.9% | -14.8% | +1.6% |
| 3Y | +18.7% | +32.2% | -13.5% | +11.5% |
| All | +18.7% | +31.5% | -12.8% | +11.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling