+969.7%
AWK vs RIO
+172.8%
+796.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.2% |
| 7D | +1.7% | 0.0% | +1.8% | +1.7% |
| 30D | +5.6% | +4.0% | +1.6% | +5.0% |
| 3M | +15.9% | +0.1% | +15.7% | +15.6% |
| 6M | +4.6% | +12.7% | -8.1% | +2.5% |
| YTD | +10.1% | +35.6% | -25.5% | +5.1% |
| 1Y | +2.1% | +73.7% | -71.6% | -5.8% |
| 3Y | +9.8% | +93.3% | -83.5% | -0.7% |
| 5Y | -15.4% | +92.4% | -107.8% | -24.4% |
| 10Y | +129.4% | +606.9% | -477.5% | +68.2% |
| All | +969.7% | +172.8% | +796.8% | +655.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling