+969.7%
AWK vs RGEN
+2,909.0%
-1,939.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.7% | -4.9% | +6.7% | +2.2% |
| 30D | +5.6% | +5.7% | -0.1% | +5.0% |
| 3M | +15.9% | +32.4% | -16.6% | +12.7% |
| 6M | +4.6% | +33.2% | -28.6% | +1.3% |
| YTD | +10.1% | +2.3% | +7.8% | +9.1% |
| 1Y | +2.1% | +39.0% | -36.9% | -2.0% |
| 3Y | +9.8% | -4.6% | +14.5% | +6.7% |
| 5Y | -15.4% | -42.7% | +27.3% | -15.6% |
| 10Y | +129.4% | +433.6% | -304.2% | +84.3% |
| All | +969.7% | +2,909.0% | -1,939.3% | +524.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling