+29.2%
AWK vs EXR
+53.9%
-24.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -1.0% |
| 7D | +1.2% | +2.7% | -1.5% | +0.2% |
| 30D | +15.8% | +18.9% | -3.2% | +8.3% |
| 3M | +11.0% | +8.4% | +2.7% | +7.5% |
| 6M | +21.0% | +14.3% | +6.7% | +14.7% |
| YTD | +16.7% | +27.2% | -10.5% | +5.6% |
| 1Y | +17.2% | +25.9% | -8.8% | +6.3% |
| 3Y | +29.2% | +54.6% | -25.5% | +1.8% |
| All | +29.2% | +53.9% | -24.7% | +1.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling