+19.2%
AWK vs EXPD
+35.2%
-16.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.5% |
| 7D | +4.1% | -7.2% | +11.3% | +3.7% |
| 30D | +18.0% | -3.3% | +21.3% | +17.7% |
| 3M | +12.2% | +3.4% | +8.8% | +12.3% |
| 6M | +21.2% | +22.7% | -1.5% | +22.8% |
| YTD | +17.6% | +24.5% | -7.0% | +15.9% |
| 1Y | +19.2% | +38.6% | -19.4% | +14.4% |
| All | +19.2% | +35.2% | -16.0% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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