+158.0%
EXPE vs AWK
+128.1%
+30.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -11.5% | +0.6% | -12.1% | -11.7% |
| 30D | -13.1% | +4.3% | -17.4% | -14.1% |
| 3M | +18.1% | +12.5% | +5.6% | +14.1% |
| 6M | +13.3% | +3.3% | +10.0% | +11.9% |
| YTD | -3.2% | +9.8% | -13.0% | -6.5% |
| 1Y | +26.1% | +2.9% | +23.2% | +24.1% |
| 3Y | +151.7% | +9.6% | +142.1% | +135.1% |
| 5Y | +88.3% | -16.7% | +105.0% | +93.0% |
| 10Y | +158.0% | +136.1% | +21.9% | +111.7% |
| All | +158.0% | +128.1% | +30.0% | +111.7% |
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