+2.4%
MELI vs AWK
-17.6%
+20.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.1% | +0.1% |
| 7D | -4.1% | -2.1% | -2.0% | -3.3% |
| 30D | +3.8% | +2.1% | +1.7% | +3.0% |
| 3M | +17.8% | +11.4% | +6.5% | +13.0% |
| 6M | +7.4% | +3.9% | +3.5% | +5.3% |
| YTD | -5.8% | +7.7% | -13.5% | -9.4% |
| 1Y | -18.9% | +1.3% | -20.2% | -20.3% |
| 3Y | +33.3% | +7.2% | +26.2% | +22.1% |
| All | +2.4% | -17.6% | +20.0% | +6.1% |
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 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