+9.7%
AWK vs RIO
+104.4%
-94.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.8% | -0.2% |
| 7D | +2.2% | +1.9% | +0.2% | +2.1% |
| 30D | +4.4% | +5.0% | -0.5% | +4.2% |
| 3M | +15.4% | +5.1% | +10.2% | +15.1% |
| 6M | +3.5% | +17.6% | -14.1% | +2.4% |
| YTD | +9.8% | +36.3% | -26.5% | +6.2% |
| 1Y | +3.0% | +71.2% | -68.2% | -3.6% |
| 3Y | +9.7% | +102.7% | -93.1% | -4.5% |
| All | +9.7% | +104.4% | -94.8% | -4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 3y: compounded portfolio wealth divided by compounded RIO 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…
3y analysis · Full analysis span regression · 6 months rolling