+126.1%
AWK vs RBA
+182.6%
-56.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.1% |
| 7D | +2.2% | -1.1% | +3.2% | +2.3% |
| 30D | +4.4% | -13.2% | +17.7% | +6.8% |
| 3M | +15.4% | -21.4% | +36.7% | +19.5% |
| 6M | +3.5% | -20.9% | +24.4% | +7.0% |
| YTD | +9.8% | -19.9% | +29.7% | +12.7% |
| 1Y | +3.0% | -28.7% | +31.7% | +7.9% |
| 3Y | +9.7% | +27.4% | -17.8% | +1.3% |
| 5Y | -17.2% | +41.7% | -58.9% | -26.4% |
| 10Y | +126.1% | +189.6% | -63.5% | +65.9% |
| All | +126.1% | +182.6% | -56.5% | +65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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