+1,042.6%
AWK vs EXPD
+397.5%
+645.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -0.8% |
| 7D | +4.1% | -7.2% | +11.3% | +5.9% |
| 30D | +18.0% | -3.3% | +21.3% | +18.8% |
| 3M | +12.2% | +3.4% | +8.8% | +11.0% |
| 6M | +21.2% | +22.7% | -1.5% | +14.6% |
| YTD | +17.6% | +24.5% | -7.0% | +9.6% |
| 1Y | +19.2% | +38.6% | -19.4% | +8.0% |
| 3Y | +26.7% | +71.5% | -44.8% | +6.6% |
| 5Y | -1.3% | +56.2% | -57.6% | -16.0% |
| 10Y | +159.7% | +310.5% | -150.8% | +66.6% |
| All | +1,042.6% | +397.5% | +645.0% | +512.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling