+150.5%
AWK vs RBA
+236.6%
-86.0%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.1% |
| 7D | +1.2% | +2.5% | -1.3% | +0.8% |
| 30D | +15.8% | +11.6% | +4.2% | +13.7% |
| 3M | +11.0% | +1.5% | +9.5% | +10.5% |
| 6M | +21.0% | -6.6% | +27.6% | +21.6% |
| YTD | +16.7% | -6.3% | +23.0% | +16.6% |
| 1Y | +17.2% | -4.0% | +21.1% | +16.4% |
| 3Y | +29.2% | +47.3% | -18.1% | +16.6% |
| 5Y | -2.3% | +47.7% | -50.0% | -13.2% |
| 10Y | +150.5% | +224.7% | -74.2% | +88.8% |
| All | +150.5% | +236.6% | -86.0% | +88.8% |
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