-3.3%
AWK vs RIO
+90.3%
-93.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.4% |
| 7D | +0.1% | -0.9% | +1.1% | +0.2% |
| 30D | +14.3% | -9.1% | +23.4% | +15.0% |
| 3M | +10.3% | -13.7% | +24.0% | +11.4% |
| 6M | +18.9% | -24.3% | +43.3% | +21.4% |
| YTD | +17.7% | +8.9% | +8.8% | +15.3% |
| 1Y | +16.9% | +22.7% | -5.8% | +12.7% |
| 3Y | +32.2% | +51.2% | -19.0% | +23.2% |
| All | -3.3% | +90.3% | -93.5% | -12.7% |
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