+969.7%
AWK vs EXEL
+683.7%
+286.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +1.7% | +8.4% | -6.6% | +1.2% |
| 30D | +5.6% | +4.1% | +1.5% | +5.2% |
| 3M | +15.9% | +12.4% | +3.4% | +14.9% |
| 6M | +4.6% | +41.5% | -37.0% | +2.0% |
| YTD | +10.1% | +34.6% | -24.6% | +7.6% |
| 1Y | +2.1% | +57.9% | -55.8% | -1.4% |
| 3Y | +9.8% | +159.5% | -149.7% | +1.7% |
| 5Y | -15.4% | +198.5% | -213.8% | -22.8% |
| 10Y | +129.4% | +411.4% | -282.0% | +94.8% |
| All | +969.7% | +683.7% | +286.0% | +671.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling