+2.9%
AWK vs EXEL
+54.7%
-51.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.2% | -0.1% |
| 7D | +0.6% | -0.3% | +0.9% | +0.6% |
| 30D | +4.3% | +10.1% | -5.8% | +4.0% |
| 3M | +12.5% | +10.1% | +2.5% | +12.3% |
| 6M | +3.3% | +37.7% | -34.4% | +2.8% |
| YTD | +9.8% | +33.1% | -23.3% | +9.2% |
| 1Y | +2.9% | +52.4% | -49.5% | +2.3% |
| All | +2.9% | +54.7% | -51.8% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling