+150.5%
AWK vs EXR
+215.3%
-64.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +1.2% | +2.7% | -1.5% | 0.0% |
| 30D | +15.8% | +18.9% | -3.2% | +7.2% |
| 3M | +11.0% | +8.4% | +2.7% | +7.0% |
| 6M | +21.0% | +14.3% | +6.7% | +13.8% |
| YTD | +16.7% | +27.2% | -10.5% | +4.0% |
| 1Y | +17.2% | +25.9% | -8.8% | +4.8% |
| 3Y | +29.2% | +54.6% | -25.5% | +2.5% |
| 5Y | -2.3% | -0.6% | -1.7% | -6.8% |
| 10Y | +150.5% | +208.5% | -58.0% | +40.0% |
| All | +150.5% | +215.3% | -64.7% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling