+969.7%
AWK vs EXR
+1,567.2%
-597.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +1.7% | -2.6% | +4.3% | +2.5% |
| 30D | +5.6% | -7.2% | +12.8% | +7.9% |
| 3M | +15.9% | -3.5% | +19.4% | +17.1% |
| 6M | +4.6% | -5.3% | +9.9% | +6.0% |
| YTD | +10.1% | +9.4% | +0.7% | +6.9% |
| 1Y | +2.1% | +1.3% | +0.8% | +1.3% |
| 3Y | +9.8% | +22.4% | -12.6% | +2.1% |
| 5Y | -15.4% | -12.2% | -3.1% | -14.7% |
| 10Y | +129.4% | +148.6% | -19.2% | +77.1% |
| All | +969.7% | +1,567.2% | -597.5% | +470.4% |
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