+705.0%
EXPE vs AWK
+1,034.4%
-329.5%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -13.3% | +1.2% | -14.5% | -13.8% |
| 30D | -5.5% | +15.8% | -21.3% | -10.7% |
| 3M | -16.5% | +11.0% | -27.5% | -19.7% |
| 6M | +13.1% | +21.0% | -7.9% | +5.1% |
| YTD | -8.0% | +16.7% | -24.7% | -14.0% |
| 1Y | +1.1% | +17.2% | -16.1% | -5.7% |
| 3Y | +131.2% | +29.2% | +102.0% | +98.7% |
| 5Y | +39.8% | -2.3% | +42.1% | +34.7% |
| 10Y | +118.5% | +150.5% | -32.1% | +32.8% |
| All | +705.0% | +1,034.4% | -329.5% | +108.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling