+127.7%
EXPE vs AWK
+157.1%
-29.4%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.5% | -1.6% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | -6.1% | +14.3% | -20.4% | -10.0% |
| 3M | -21.3% | +10.3% | -31.6% | -23.7% |
| 6M | +19.0% | +18.9% | +0.1% | +12.7% |
| YTD | -8.4% | +17.7% | -26.1% | -13.5% |
| 1Y | -2.8% | +16.9% | -19.6% | -8.0% |
| 3Y | +120.8% | +32.2% | +88.6% | +91.7% |
| 5Y | +46.2% | -2.2% | +48.4% | +41.9% |
| All | +127.7% | +157.1% | -29.4% | +78.2% |
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