+26.7%
AWK vs RCAT
+339.1%
-312.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +18.6% | -20.0% | -0.9% |
| 7D | +4.1% | -12.7% | +16.8% | +3.9% |
| 30D | +18.0% | -34.3% | +52.3% | +17.0% |
| 3M | +12.2% | -53.4% | +65.6% | +10.5% |
| 6M | +21.2% | -62.0% | +83.2% | +19.3% |
| YTD | +17.6% | -49.1% | +66.6% | +16.5% |
| 1Y | +19.2% | -53.1% | +72.4% | +18.2% |
| 3Y | +26.7% | +318.7% | -291.9% | +26.1% |
| All | +26.7% | +339.1% | -312.4% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling