+136.1%
AWK vs RCAT
-98.5%
+234.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | +0.6% | -2.3% | +2.9% | +0.6% |
| 30D | +4.3% | -18.7% | +23.0% | +4.3% |
| 3M | +12.5% | -29.3% | +41.8% | +12.6% |
| 6M | +3.3% | -42.3% | +45.6% | +3.3% |
| YTD | +9.8% | +2.5% | +7.2% | +9.6% |
| 1Y | +2.9% | -5.7% | +8.6% | +2.7% |
| 3Y | +9.6% | +764.9% | -755.3% | +8.2% |
| 5Y | -16.7% | +182.3% | -198.9% | -17.6% |
| 10Y | +136.1% | -98.5% | +234.6% | +130.5% |
| All | +136.1% | -98.5% | +234.6% | +130.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling