+155.9%
AWK vs RACE
+741.5%
-585.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +0.9% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +16.7% | +6.6% | +10.0% | +15.1% |
| 3M | +11.7% | +2.2% | +9.5% | +11.1% |
| 6M | +21.9% | +22.4% | -0.5% | +16.4% |
| YTD | +17.6% | +13.8% | +3.8% | +13.4% |
| 1Y | +19.8% | +2.2% | +17.6% | +18.2% |
| 3Y | +31.0% | +25.6% | +5.3% | +18.6% |
| 5Y | -3.0% | +71.0% | -74.0% | -20.7% |
| All | +155.9% | +741.5% | -585.6% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling