+155.1%
AWK vs RBA
+204.3%
-49.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -2.6% | -0.5% | -2.0% | -2.5% |
| 30D | +14.2% | +6.8% | +7.3% | +12.9% |
| 3M | +10.0% | +9.5% | +0.6% | +8.2% |
| 6M | +17.1% | -8.2% | +25.3% | +18.0% |
| YTD | +16.1% | -7.7% | +23.9% | +16.3% |
| 1Y | +17.5% | -6.9% | +24.4% | +17.4% |
| 3Y | +29.3% | +61.6% | -32.3% | +14.5% |
| 5Y | -3.5% | +44.7% | -48.2% | -14.1% |
| All | +155.1% | +204.3% | -49.2% | +91.5% |
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