+9.9%
AWK vs EXR
+24.9%
-15.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.3% |
| 7D | +1.7% | -2.6% | +4.3% | +2.7% |
| 30D | +5.6% | -7.2% | +12.8% | +8.5% |
| 3M | +15.9% | -3.5% | +19.4% | +17.4% |
| 6M | +4.6% | -5.3% | +9.9% | +6.5% |
| YTD | +10.1% | +9.4% | +0.7% | +5.8% |
| 1Y | +2.1% | +1.3% | +0.8% | +1.0% |
| All | +9.9% | +24.9% | -15.0% | +0.8% |
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