-4.6%
EXPE vs AWK
+19.1%
-23.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.8% | -2.3% |
| 7D | -11.2% | +2.7% | -13.9% | -11.9% |
| 30D | -7.5% | +16.7% | -24.1% | -10.6% |
| 3M | -19.1% | +11.7% | -30.8% | -21.2% |
| 6M | +10.7% | +21.9% | -11.2% | +9.0% |
| YTD | -9.9% | +17.6% | -27.5% | -11.8% |
| 1Y | -4.6% | +19.8% | -24.4% | -7.4% |
| All | -4.6% | +19.1% | -23.7% | -7.4% |
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 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