+1,043.1%
AWK vs RBA
+407.3%
+635.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +2.7% | +3.2% | -0.5% | +2.2% |
| 30D | +16.7% | +12.0% | +4.7% | +14.6% |
| 3M | +11.7% | +2.9% | +8.9% | +11.1% |
| 6M | +21.9% | -6.3% | +28.2% | +22.5% |
| YTD | +17.6% | -5.9% | +23.5% | +17.5% |
| 1Y | +19.8% | -3.9% | +23.7% | +19.2% |
| 3Y | +31.0% | +64.9% | -33.9% | +17.9% |
| 5Y | -3.0% | +48.5% | -51.4% | -12.4% |
| 10Y | +156.8% | +211.8% | -55.0% | +100.9% |
| All | +1,043.1% | +407.3% | +635.8% | +639.8% |
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