+151.5%
EXC vs AWK
+126.2%
+25.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +1.2% | +2.2% | -0.9% | -0.2% |
| 30D | -2.7% | +4.4% | -7.2% | -5.6% |
| 3M | -1.0% | +15.4% | -16.3% | -10.3% |
| 6M | -9.3% | +3.5% | -12.8% | -11.8% |
| YTD | +3.6% | +9.8% | -6.2% | -3.4% |
| 1Y | +5.9% | +3.0% | +2.9% | +2.6% |
| 3Y | +21.3% | +9.7% | +11.6% | +10.2% |
| 5Y | +46.2% | -17.2% | +63.3% | +60.2% |
| 10Y | +151.5% | +126.1% | +25.4% | +29.7% |
| All | +151.5% | +126.2% | +25.3% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AWK.
Daily Out/Under-Performance
Portfolio return minus AWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AWK 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 AWK 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