-3.3%
AWK vs RGEN
-35.5%
+32.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.1% | -3.3% | +3.4% | +0.3% |
| 30D | +14.3% | -5.8% | +20.1% | +14.6% |
| 3M | +10.3% | +0.2% | +10.1% | +10.0% |
| 6M | +18.9% | +56.8% | -37.8% | +14.9% |
| YTD | +17.7% | +2.4% | +15.3% | +16.9% |
| 1Y | +16.9% | +11.4% | +5.4% | +15.3% |
| 3Y | +32.2% | +15.2% | +17.0% | +26.6% |
| All | -3.3% | -35.5% | +32.2% | -4.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling