+9.9%
AWK vs RBA
+32.9%
-23.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.2% |
| 7D | +1.7% | -2.9% | +4.7% | +2.0% |
| 30D | +5.6% | -12.3% | +17.9% | +6.6% |
| 3M | +15.9% | -20.5% | +36.4% | +17.6% |
| 6M | +4.6% | -18.5% | +23.1% | +5.9% |
| YTD | +10.1% | -18.2% | +28.3% | +10.7% |
| 1Y | +2.1% | -27.5% | +29.6% | +4.5% |
| All | +9.9% | +32.9% | -23.0% | -1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling