+27.8%
EXPE vs AWK
+1.9%
+25.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.5% | +3.0% | +1.6% |
| 7D | -5.8% | -2.1% | -3.6% | -5.6% |
| 30D | -13.6% | +2.1% | -15.7% | -13.7% |
| 3M | +25.2% | +11.4% | +13.8% | +26.1% |
| 6M | +22.3% | +3.9% | +18.4% | +21.6% |
| YTD | -0.3% | +7.7% | -8.0% | 0.0% |
| 1Y | +27.8% | +1.3% | +26.5% | +24.2% |
| All | +27.8% | +1.9% | +25.9% | +24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling