+178.5%
EXE vs AWK
-4.3%
+182.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -0.3% | +1.7% | -2.0% | -0.4% |
| 30D | +8.5% | +5.6% | +2.9% | +7.9% |
| 3M | +5.5% | +15.9% | -10.4% | +3.9% |
| 6M | -5.9% | +4.6% | -10.5% | -6.4% |
| YTD | -9.7% | +10.1% | -19.8% | -10.7% |
| 1Y | +3.6% | +2.1% | +1.5% | +3.2% |
| 3Y | +18.0% | +9.8% | +8.2% | +15.6% |
| 5Y | +109.4% | -15.4% | +124.8% | +98.3% |
| All | +178.5% | -4.3% | +182.8% | +167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling