+20.0%
AWK vs RGEN
+19.5%
+0.5%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +7.0% | -3.5% | +10.6% | +7.0% |
| 30D | +17.0% | -6.0% | +23.0% | +16.9% |
| 3M | +12.4% | +19.0% | -6.6% | +12.9% |
| 6M | +19.6% | +50.7% | -31.2% | +22.1% |
| YTD | +17.0% | +8.8% | +8.3% | +17.8% |
| 1Y | +20.0% | +21.3% | -1.3% | +22.2% |
| All | +20.0% | +19.5% | +0.5% | +22.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 1y: compounded portfolio wealth divided by compounded RGEN 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…
1y analysis · Full analysis span regression · 6 months rolling