+91.1%
EXPE vs AWK
-15.0%
+106.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | -0.2% | -7.7% | -7.8% |
| 7D | -9.8% | +2.2% | -11.9% | -10.2% |
| 30D | -11.5% | +4.4% | -15.9% | -12.3% |
| 3M | +21.7% | +15.4% | +6.3% | +18.3% |
| 6M | +10.4% | +3.5% | +6.9% | +9.4% |
| YTD | -2.5% | +9.8% | -12.3% | -4.9% |
| 1Y | +27.3% | +3.0% | +24.4% | +25.9% |
| 3Y | +153.5% | +9.7% | +143.9% | +138.1% |
| 5Y | +91.1% | -17.2% | +108.2% | +87.2% |
| All | +91.1% | -15.0% | +106.1% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling