+3.2%
EXC vs AWK
+18.2%
-15.0%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.5% |
| 7D | -1.7% | +1.2% | -2.9% | -2.4% |
| 30D | +9.3% | +15.8% | -6.5% | +1.1% |
| 3M | +1.0% | +11.0% | -10.0% | -4.6% |
| 6M | +5.9% | +21.0% | -15.0% | -4.4% |
| YTD | +7.6% | +16.7% | -9.1% | -2.7% |
| All | +3.2% | +18.2% | -15.0% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling