-15.4%
AWK vs RIO
+98.7%
-114.1%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +0.6% | +1.0% | -0.4% | +0.5% |
| 30D | +4.3% | +4.0% | +0.3% | +3.9% |
| 3M | +12.5% | +4.5% | +8.0% | +12.1% |
| 6M | +3.3% | +17.3% | -14.0% | +1.7% |
| YTD | +9.8% | +36.2% | -26.4% | +6.0% |
| 1Y | +2.9% | +76.1% | -73.2% | -3.7% |
| 3Y | +9.6% | +102.5% | -92.9% | +0.3% |
| All | -15.4% | +98.7% | -114.1% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling