+1,042.6%
AWK vs RBA
+393.4%
+649.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.2% |
| 7D | +4.1% | +4.3% | -0.2% | +3.4% |
| 30D | +18.0% | +16.3% | +1.7% | +15.2% |
| 3M | +12.2% | +1.3% | +10.9% | +11.8% |
| 6M | +21.2% | -11.1% | +32.3% | +22.8% |
| YTD | +17.6% | -8.5% | +26.0% | +18.0% |
| 1Y | +19.2% | -2.1% | +21.3% | +18.2% |
| 3Y | +26.7% | +44.6% | -17.8% | +16.5% |
| 5Y | -1.3% | +36.8% | -38.2% | -9.8% |
| 10Y | +159.7% | +227.3% | -67.7% | +101.7% |
| All | +1,042.6% | +393.4% | +649.2% | +642.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling