+132.1%
AWK vs RGEN
+414.1%
-282.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.7% | -2.9% | +2.2% | -0.4% |
| 30D | +2.8% | -0.1% | +2.8% | +2.7% |
| 3M | +11.3% | +25.9% | -14.6% | +8.4% |
| 6M | +6.7% | +35.2% | -28.5% | +2.7% |
| YTD | +9.4% | +0.5% | +8.9% | +8.6% |
| 1Y | +3.7% | +37.0% | -33.2% | -0.9% |
| 3Y | +9.2% | +2.0% | +7.2% | +4.6% |
| 5Y | -15.7% | -44.2% | +28.5% | -14.9% |
| All | +132.1% | +414.1% | -282.1% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling