-0.9%
AWK vs RBA
+37.7%
-38.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +4.1% | +4.3% | -0.2% | +3.5% |
| 30D | +18.0% | +16.3% | +1.7% | +15.7% |
| 3M | +12.2% | +1.3% | +10.9% | +11.8% |
| 6M | +21.2% | -11.1% | +32.3% | +22.4% |
| YTD | +17.6% | -8.5% | +26.0% | +17.6% |
| 1Y | +19.2% | -2.1% | +21.3% | +17.9% |
| 3Y | +26.7% | +44.6% | -17.8% | +15.3% |
| All | -0.9% | +37.7% | -38.6% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling