+1,028.7%
AWK vs EXEL
+827.5%
+201.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | -2.6% | +1.6% | -4.2% | -2.7% |
| 30D | +14.2% | +17.4% | -3.2% | +12.9% |
| 3M | +10.0% | +38.6% | -28.6% | +7.6% |
| 6M | +17.1% | +41.2% | -24.1% | +14.2% |
| YTD | +16.1% | +59.3% | -43.2% | +12.2% |
| 1Y | +17.5% | +60.2% | -42.7% | +13.5% |
| 3Y | +29.3% | +232.6% | -203.2% | +17.8% |
| 5Y | -3.5% | +285.9% | -289.3% | -13.4% |
| 10Y | +152.7% | +325.9% | -173.2% | +117.7% |
| All | +1,028.7% | +827.5% | +201.2% | +704.6% |
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