+132.1%
AWK vs RJF
+429.5%
-297.4%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -0.7% | -4.2% | +3.4% | +0.1% |
| 30D | +2.8% | -3.6% | +6.4% | +3.5% |
| 3M | +11.3% | +15.6% | -4.3% | +8.0% |
| 6M | +6.7% | +17.6% | -10.9% | +3.0% |
| YTD | +9.4% | +9.2% | +0.2% | +6.7% |
| 1Y | +3.7% | +5.5% | -1.8% | +1.8% |
| 3Y | +9.2% | +70.3% | -61.1% | -6.6% |
| 5Y | -15.7% | +106.0% | -121.7% | -32.9% |
| All | +132.1% | +429.5% | -297.4% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 10y: compounded portfolio wealth divided by compounded RJF 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…
10y analysis · Full analysis span regression · 6 months rolling