+130.4%
EXPE vs AWK
+153.6%
-23.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -4.2% | -2.6% | -1.6% | -3.4% |
| 30D | -4.5% | +14.2% | -18.7% | -8.4% |
| 3M | -19.7% | +10.0% | -29.7% | -22.0% |
| 6M | +18.3% | +17.1% | +1.2% | +12.6% |
| YTD | -7.3% | +16.1% | -23.5% | -12.1% |
| 1Y | -3.9% | +17.5% | -21.4% | -9.3% |
| 3Y | +123.0% | +29.3% | +93.7% | +95.2% |
| 5Y | +47.9% | -3.5% | +51.4% | +44.3% |
| All | +130.4% | +153.6% | -23.2% | +81.2% |
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