+18.3%
AWK vs EXEL
+70.6%
-52.3%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | 0.0% | -2.8% | +2.8% | +0.1% |
| 30D | +15.5% | +18.2% | -2.7% | +14.5% |
| 3M | +10.0% | +37.7% | -27.7% | +8.5% |
| 6M | +20.4% | +42.2% | -21.8% | +19.0% |
| YTD | +17.1% | +61.3% | -44.2% | +15.2% |
| 1Y | +18.3% | +64.5% | -46.2% | +16.5% |
| All | +18.3% | +70.6% | -52.3% | +16.5% |
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