+57.8%
EWZ vs AWK
-1.1%
+58.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +0.9% |
| 7D | -1.5% | +4.1% | -5.6% | -2.1% |
| 30D | -24.5% | +18.0% | -42.5% | -26.4% |
| 3M | -10.7% | +12.2% | -22.9% | -12.3% |
| 6M | -19.1% | +21.2% | -40.3% | -21.7% |
| YTD | +1.6% | +17.6% | -15.9% | -1.5% |
| 1Y | +4.3% | +19.2% | -14.9% | +0.7% |
| 3Y | +19.0% | +26.7% | -7.8% | +10.4% |
| All | +57.8% | -1.1% | +58.9% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling