-14.8%
AWK vs RCAT
+183.7%
-198.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | +1.7% | -1.4% | +3.1% | +1.7% |
| 30D | +5.6% | -3.3% | +8.9% | +5.6% |
| 3M | +15.9% | -43.2% | +59.1% | +15.5% |
| 6M | +4.6% | -43.2% | +47.8% | +4.4% |
| YTD | +10.1% | +5.5% | +4.5% | +10.1% |
| 1Y | +2.1% | -1.6% | +3.7% | +2.2% |
| 3Y | +9.8% | +773.7% | -763.8% | +5.2% |
| All | -14.8% | +183.7% | -198.6% | -19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling