-19.8%
EWZ vs AWK
+1,042.6%
-1,062.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.1% | +1.3% |
| 7D | -1.5% | +4.1% | -5.6% | -3.4% |
| 30D | -24.5% | +18.0% | -42.5% | -30.3% |
| 3M | -10.7% | +12.2% | -22.9% | -15.8% |
| 6M | -19.1% | +21.2% | -40.3% | -26.9% |
| YTD | +1.6% | +17.6% | -15.9% | -7.7% |
| 1Y | +4.3% | +19.2% | -14.9% | -6.2% |
| 3Y | +19.0% | +26.7% | -7.8% | -0.1% |
| 5Y | +57.7% | -1.3% | +59.0% | +47.9% |
| 10Y | +51.3% | +159.7% | -108.3% | -25.8% |
| All | -19.8% | +1,042.6% | -1,062.4% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling