-24.4%
EXE vs AWK
+17.4%
-41.7%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | +3.6% | -2.6% | +6.1% | +3.6% |
| 30D | -4.3% | +14.2% | -18.5% | -4.7% |
| 3M | -7.7% | +10.0% | -17.7% | -7.9% |
| 6M | -7.2% | +17.1% | -24.3% | -7.5% |
| YTD | -18.5% | +16.1% | -34.6% | -18.9% |
| 1Y | -24.4% | +17.5% | -41.9% | -24.5% |
| All | -24.4% | +17.4% | -41.7% | -24.5% |
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