+1,043.1%
AWK vs EXR
+1,825.4%
-782.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.0% |
| 7D | +2.7% | +1.7% | +0.9% | +2.2% |
| 30D | +16.7% | +18.0% | -1.4% | +11.2% |
| 3M | +11.7% | +9.7% | +2.1% | +8.8% |
| 6M | +21.9% | +13.4% | +8.5% | +17.5% |
| YTD | +17.6% | +26.3% | -8.7% | +9.5% |
| 1Y | +19.8% | +27.6% | -7.8% | +11.2% |
| 3Y | +31.0% | +52.2% | -21.2% | +14.6% |
| 5Y | -3.0% | -1.1% | -1.9% | -5.5% |
| 10Y | +156.8% | +216.8% | -60.0% | +86.5% |
| All | +1,043.1% | +1,825.4% | -782.3% | +484.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling