+3,667.2%
MELI vs AWK
+966.9%
+2,700.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.6% | -2.6% |
| 7D | -6.5% | +0.6% | -7.1% | -6.8% |
| 30D | +2.8% | +4.3% | -1.4% | +0.8% |
| 3M | +14.3% | +12.5% | +1.8% | +7.8% |
| 6M | +6.0% | +3.3% | +2.7% | +3.6% |
| YTD | -6.8% | +9.8% | -16.6% | -12.1% |
| 1Y | -20.9% | +2.9% | -23.8% | -23.5% |
| 3Y | +31.4% | +9.6% | +21.8% | +18.7% |
| 5Y | -0.4% | -16.7% | +16.3% | +4.2% |
| 10Y | +951.2% | +136.1% | +815.1% | +492.5% |
| All | +3,667.2% | +966.9% | +2,700.4% | +763.5% |
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