+19.0%
EWZ vs AWK
+24.3%
-5.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.7% |
| 7D | -1.5% | +4.1% | -5.6% | -1.6% |
| 30D | -24.5% | +18.0% | -42.5% | -24.7% |
| 3M | -10.7% | +12.2% | -22.9% | -10.8% |
| 6M | -19.1% | +21.2% | -40.3% | -19.5% |
| YTD | +1.6% | +17.6% | -15.9% | +1.1% |
| 1Y | +4.3% | +19.2% | -14.9% | +3.6% |
| 3Y | +19.0% | +26.7% | -7.8% | +13.4% |
| All | +19.0% | +24.3% | -5.3% | +13.4% |
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 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