+16.9%
AWK vs RBA
-5.8%
+22.7%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.4% |
| 7D | +0.1% | +1.7% | -1.6% | +0.1% |
| 30D | +14.3% | +8.3% | +5.9% | +14.1% |
| 3M | +10.3% | +10.5% | -0.3% | +10.1% |
| 6M | +18.9% | -5.9% | +24.8% | +18.7% |
| YTD | +17.7% | -6.9% | +24.6% | +15.5% |
| 1Y | +16.9% | -4.9% | +21.7% | +14.5% |
| All | +16.9% | -5.8% | +22.7% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling