+185.7%
EXPE vs AWK
+10.9%
+174.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.5% | -1.7% |
| 7D | -9.5% | +1.7% | -11.3% | -9.6% |
| 30D | -6.6% | +5.6% | -12.2% | -6.8% |
| 3M | +31.4% | +15.9% | +15.5% | +31.4% |
| 6M | +35.2% | +4.6% | +30.6% | +34.8% |
| YTD | +5.8% | +10.1% | -4.2% | +5.6% |
| 1Y | +38.7% | +2.1% | +36.6% | +38.3% |
| All | +185.7% | +10.9% | +174.8% | +167.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling