+223.0%
AWK vs RACE
+658.9%
-435.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | +4.1% | +5.1% | -1.0% | +3.2% |
| 30D | +18.0% | +7.7% | +10.3% | +16.4% |
| 3M | +12.2% | +2.2% | +10.0% | +11.7% |
| 6M | +21.2% | +23.8% | -2.5% | +16.2% |
| YTD | +17.6% | +13.9% | +3.7% | +13.9% |
| 1Y | +19.2% | +3.8% | +15.4% | +17.5% |
| 3Y | +26.7% | +28.0% | -1.3% | +16.3% |
| 5Y | -1.3% | +64.9% | -66.3% | -15.8% |
| 10Y | +159.7% | +780.4% | -620.7% | +88.3% |
| All | +223.0% | +658.9% | -435.9% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling