+38.8%
FXI vs AWK
+28.9%
+9.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -1.3% |
| 7D | -4.2% | -3.2% | -1.0% | -4.2% |
| 30D | -2.0% | +13.5% | -15.5% | -1.9% |
| 3M | -5.0% | +9.4% | -14.4% | -4.8% |
| 6M | -9.6% | +16.4% | -26.0% | -9.6% |
| YTD | -11.9% | +15.4% | -27.3% | -11.9% |
| 1Y | -16.7% | +16.8% | -33.5% | -16.7% |
| All | +38.8% | +28.9% | +9.8% | +31.1% |
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