+20.5%
EXE vs AWK
+30.8%
-10.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.8% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | -0.2% | +15.5% | -15.7% | -0.4% |
| 3M | -9.2% | +10.0% | -19.2% | -9.4% |
| 6M | -7.2% | +20.4% | -27.7% | -7.4% |
| YTD | -18.3% | +17.1% | -35.3% | -18.4% |
| 1Y | -23.6% | +18.3% | -41.9% | -23.8% |
| All | +20.5% | +30.8% | -10.2% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling