-16.7%
AWK vs RGEN
-44.3%
+27.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.0% | +0.1% |
| 7D | +0.6% | -4.6% | +5.2% | +0.9% |
| 30D | +4.3% | +1.2% | +3.1% | +4.2% |
| 3M | +12.5% | +26.8% | -14.3% | +10.5% |
| 6M | +3.3% | +29.1% | -25.8% | +1.1% |
| YTD | +9.8% | +0.7% | +9.0% | +9.4% |
| 1Y | +2.9% | +39.1% | -36.2% | -0.4% |
| 3Y | +9.6% | +2.2% | +7.4% | +6.5% |
| 5Y | -16.7% | -44.0% | +27.3% | -16.6% |
| All | -16.7% | -44.3% | +27.6% | -16.6% |
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